conftrace_

optimization under uncertainty

4 papers

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Co-occurring keywords

stochastic optimization (1060) surrogate model (181) chernoff bound (8) sampling method (109) constraint violation (39) probabilistic bound (8) surrogate approximation (1) lagrangian method (14) scenario optimization (6) probabilistic guarantee (18)

Papers

Unifying Decision and Function Queries in Stochastic Boolean Satisfiability AAAI 2024
Learning to Optimize with Stochastic Dominance Constraints AISTATS 2023
Tight sampling and discarding bounds for scenario programs with an arbitrary number of removed samples L4DC 2021
Risk Aversion in Markov Decision Processes via Near Optimal Chernoff Bounds NIPS 2012