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Shen Peng
Title
Cited by
Cited by
Year
General sum games with joint chance constraints
S Peng, VV Singh, A Lisser
Operations Research Letters 46 (5), 482-486, 2018
232018
Games with distributionally robust joint chance constraints
S Peng, A Lisser, VV Singh, N Gupta, E Balachandar
Optimization Letters, 1-23, 2021
222021
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
172018
A sparse chance constrained portfolio selection model with multiple constraints
Z Chen, S Peng, A Lisser
Journal of Global Optimization 77, 825-852, 2020
152020
Rectangular chance constrained geometric optimization
J Liu, S Peng, A Lisser, Z Chen
Optimization and Engineering 21, 537–566, 2020
112020
Chance constrained problem and its applications
S Peng
Université Paris Saclay (COmUE); Xi'an Jiaotong University, 2019
102019
Bounds for Probabilistic Programming with Application to a Blend Planning Problem
S Peng, F Maggionic, A Lisser
European Journal of Operational Research, 2021
62021
Chance-constrained games with mixture distributions
S Peng, N Yadav, A Lisser, VV Singh
Mathematical Methods of Operations Research, 2021
62021
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
52023
Mathematical programs with distributionally robust chance constraints: Statistical robustness, discretization and reformulation
J Jiang, S Peng
European Journal of Operational Research, 2023
32023
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
22021
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
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Articles 1–13