TY - JOUR AU - Butyn, Emerson AU - Karas, Elizabeth W. AU - de Oliveira, Welington TI - A derivative-free trust-region algorithm with copula-based models for probability maximization problems JF - EUROPEAN JOURNAL OF OPERATIONAL RESEARCH J2 - EJOR VL - 298 PY - 2022 IS - 1 SP - 59 EP - 75 PG - 17 SN - 0377-2217 DO - 10.1016/j.ejor.2021.09.040 UR - https://m2.mtmt.hu/api/publication/32577173 ID - 32577173 LA - English DB - MTMT ER - TY - JOUR AU - Laguel, Yassine AU - van Ackooij, Wim AU - Malick, Jerome AU - Ramalho, Guilherme Matiussi TI - On the Convexity of Level-Sets of Probability Functions JF - JOURNAL OF CONVEX ANALYSIS J2 - J CONVEX ANAL VL - 29 PY - 2022 IS - 2 SP - 411 EP - 442 PG - 32 SN - 0944-6532 UR - https://m2.mtmt.hu/api/publication/33337865 ID - 33337865 AB - In decision-making problems under uncertainty, probabilistic constraints are a valuable tool to express safety of decisions. They result from taking the probability measure of a given set of random inequalities depending on the decision vector. Even if the original set of inequalities is convex, this favourable property is not immediately transferred to the probabilistically constrained feasible set and may in particular depend on the chosen safety level. In this paper, we provide results guaranteeing the convexity of feasible sets to probabilistic constraints when the safety level is greater than a computable threshold. Our results extend all the existing ones and also cover the case where decision vectors belong to Banach spaces. The key idea in our approach is to reveal the level of underlying convexity in the nominal problem data (e.g., concavity of the probability function) by auxiliary transforming functions. We provide several examples illustrating our theoretical developments. LA - English DB - MTMT ER - TY - JOUR AU - Murray, Andrew AU - Cashmore, Michael AU - Arulselvan, Ashwin AU - Frank, Jeremy TI - Joint Chance Constrained Probabilistic Simple Temporal Networks via Column Generation JF - Proceedings of the International Symposium on Combinatorial Search J2 - SOCS VL - 15 PY - 2022 IS - 1 SP - 305 EP - 307 PG - 3 SN - 2832-9171 DO - 10.1609/socs.v15i1.21794 UR - https://m2.mtmt.hu/api/publication/33542144 ID - 33542144 AB - Probabilistic Simple Temporal Networks (PSTN) are used to represent scheduling problems under uncertainty. In a temporal network that is Strongly Controllable (SC) there exists a concrete schedule that is robust to any uncertainty. We solve the problem of determining Chance Constrained PSTN SC as a Joint Chance Constrained optimisation problem via column generation, lifting the usual assumptions of independence and Boole's inequality typically leveraged in PSTN literature. Our approach offers on average a 10 times reduction in cost versus previous methods. LA - English DB - MTMT ER - TY - CHAP AU - Murray, Andrew AU - Krarup, Benjamin AU - Cashmore, Michael ED - Bapi, Raju ED - Kulkarni, Sandeep ED - Mohalik, Swarup ED - Peri, Sathya TI - Towards temporally uncertain explainable AI planning T2 - Distributed Computing and Intelligent Technology PB - Springer Netherlands CY - Cham SN - 9783030948757 T3 - Lecture Notes in Computer Science, ISSN 0302-9743 ; 13145. PY - 2022 SP - 45 EP - 59 PG - 15 DO - 10.1007/978-3-030-94876-4_3 UR - https://m2.mtmt.hu/api/publication/32817617 ID - 32817617 LA - English DB - MTMT ER - TY - CHAP AU - Drenyovszki, Rajmund ED - Johanyák, Zsolt Csaba ED - Kovács, Lóránt ED - Pásztor, Attila ED - Ferenczy, Tibor ED - Weltsch, Zoltán ED - Tóth, Ákos ED - Dobjánné Antal, Elvira TI - Fogyasztás ütemezési probléma egyoldalas együttes valószínűséggel korlátozott sztochasztikus modellje. A stochastic model of the one-sided joint probability constrained consumption scheduling problem TS - A stochastic model of the one-sided joint probability constrained consumption scheduling problem T2 - Kutatás és innováció 2021 PB - Neumann János Egyetem GAMF Műszaki és Informatikai Kar CY - Kecskemét SN - 9786155817977 PY - 2021 SP - 389 EP - 394 PG - 6 UR - https://m2.mtmt.hu/api/publication/32601778 ID - 32601778 LA - Hungarian DB - MTMT ER - TY - JOUR AU - Fábián, Csaba TI - Gaining traction: on the convergence of an inner approximation scheme for probability maximization JF - CENTRAL EUROPEAN JOURNAL OF OPERATIONS RESEARCH J2 - CEJOR VL - 29 PY - 2020 SP - 491 EP - 519 PG - 29 SN - 1435-246X DO - 10.1007/s10100-020-00697-3 UR - https://m2.mtmt.hu/api/publication/31387026 ID - 31387026 N1 - EFOP-3.6.1-16-2016-00006 project titled ’The development and enhancement of the research potential at John von Neumann University’ LA - English DB - MTMT ER - TY - JOUR AU - van Ackooij, Wim TI - A Discussion of Probability Functions and Constraints from a Variational Perspective JF - SET-VALUED AND VARIATIONAL ANALYSIS J2 - SET-VALUED VAR ANAL VL - 28 PY - 2020 IS - 4 SP - 585 EP - 609 PG - 25 SN - 1877-0533 DO - 10.1007/s11228-020-00552-2 UR - https://m2.mtmt.hu/api/publication/31609283 ID - 31609283 LA - English DB - MTMT ER - TY - JOUR AU - Fábián, Csaba AU - Gurka Dezsőné Csizmás, Edit Margit AU - Drenyovszki, Rajmund AU - Vajnai, Tibor AU - Kovács, Lóránt AU - Szántai, Tamás TI - A randomized method for handling a difficult function in a convex optimization problem, motivated by probabilistic programming JF - ANNALS OF OPERATIONS RESEARCH J2 - ANN OPER RES VL - Online first PY - 2019 SP - 1 EP - 32 PG - 32 SN - 0254-5330 DO - 10.1007/s10479-019-03143-z UR - https://m2.mtmt.hu/api/publication/30415406 ID - 30415406 N1 - EFOP-3.6.1-16-2016-00006 Published online: 21 January 2019 LA - English DB - MTMT ER - TY - THES AU - Martin, Branda TI - Advances in stochastic programming approaches to optimization under uncertainty PY - 2019 SP - 40 UR - https://m2.mtmt.hu/api/publication/33558585 ID - 33558585 LA - English DB - MTMT ER - TY - JOUR AU - Minoux, Michel AU - Zorgati, Riadh TI - Sharp upper and lower bounds for maximum likelihood solutions to random Gaussian bilateral inequality systems JF - JOURNAL OF GLOBAL OPTIMIZATION J2 - J GLOBAL OPTIM VL - 75 PY - 2019 IS - 3 SP - 735 EP - 766 PG - 32 SN - 0925-5001 DO - 10.1007/s10898-019-00756-3 UR - https://m2.mtmt.hu/api/publication/30879100 ID - 30879100 LA - English DB - MTMT ER -