Chance-Constrained Programming with Decision-Dependent Uncertainty

Recent advances in the theory and practice of Logical Analysis of Data

“…Extensions to multi-objective probabilistically constrained programming problems have also been proposed in [73]. Chance-constrained optimization models with both endogenous and exogenous sources of uncertainty were most recently proposed in [72]. Applications of the LAD-inspired reformulation method for probabilistically constrained stochastic programming problems have been used in disaster management [55], forestry management [68,69], finance [56,73], and evacuation of severe casualties [72].…”