General sum games with joint chance constraints S Peng, VV Singh, A Lisser Operations Research Letters 46 (5), 482-486, 2018 | 23 | 2018 |
Games with distributionally robust joint chance constraints S Peng, A Lisser, VV Singh, N Gupta, E Balachandar Optimization Letters, 1-23, 2021 | 22 | 2021 |
Data-driven robust chance constrained problems: a mixture model approach Z Chen, S Peng, J Liu Journal of Optimization Theory and Applications 179, 1065-1085, 2018 | 17 | 2018 |
A sparse chance constrained portfolio selection model with multiple constraints Z Chen, S Peng, A Lisser Journal of Global Optimization 77, 825-852, 2020 | 15 | 2020 |
Rectangular chance constrained geometric optimization J Liu, S Peng, A Lisser, Z Chen Optimization and Engineering 21, 537–566, 2020 | 11 | 2020 |
Chance constrained problem and its applications S Peng Université Paris Saclay (COmUE); Xi'an Jiaotong University, 2019 | 10 | 2019 |
Bounds for Probabilistic Programming with Application to a Blend Planning Problem S Peng, F Maggionic, A Lisser European Journal of Operational Research, 2021 | 6 | 2021 |
Chance-constrained games with mixture distributions S Peng, N Yadav, A Lisser, VV Singh Mathematical Methods of Operations Research, 2021 | 6 | 2021 |
Chance constrained conic-segmentation support vector machine with uncertain data S Peng, G Canessa, Z Allen-Zhao Annals of Mathematics and Artificial Intelligence, 1-23, 2023 | 5 | 2023 |
Mathematical programs with distributionally robust chance constraints: Statistical robustness, discretization and reformulation J Jiang, S Peng European Journal of Operational Research, 2023 | 3 | 2023 |
Stochastic mathematical programs with probabilistic complementarity constraints: SAA and distributionally robust approaches S Peng, J Jiang Computational Optimization and Applications 80 (1), 153-184, 2021 | 2 | 2021 |
Chance constrained nonlinear optimization with skewed distributions and dependent rows J Liu, S Peng, A Lisser | | 2022 |
Quasi-Newton methods for minimizing a quadratic function subject to uncertainty S Peng, G Canessa, D Ek, A Forsgren arXiv preprint arXiv:2109.00072, 2021 | | 2021 |