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Shen Peng
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2020 – today
- 2024
- [j8]Jie Jiang, Shen Peng:
Mathematical programs with distributionally robust chance constraints: Statistical robustness, discretization and reformulation. Eur. J. Oper. Res. 313(2): 616-627 (2024) - 2022
- [j7]Shen Peng, Francesca Maggioni, Abdel Lisser:
Bounds for probabilistic programming with application to a blend planning problem. Eur. J. Oper. Res. 297(3): 964-976 (2022) - 2021
- [j6]Shen Peng, Jie Jiang:
Stochastic mathematical programs with probabilistic complementarity constraints: SAA and distributionally robust approaches. Comput. Optim. Appl. 80(1): 153-184 (2021) - [j5]Shen Peng, Navnit Yadav, Abdel Lisser, Vikas Vikram Singh:
Chance-constrained games with mixture distributions. Math. Methods Oper. Res. 94(1): 71-97 (2021) - [j4]Shen Peng, Abdel Lisser, Vikas Vikram Singh, Nalin Gupta, Eshan Balachandar:
Games with distributionally robust joint chance constraints. Optim. Lett. 15(6): 1931-1953 (2021) - [i1]Shen Peng, Gianpiero Canessa:
Chance constrained conic-segmentation support vector machine with uncertain data. CoRR abs/2107.13319 (2021) - 2020
- [j3]Zhiping Chen, Shen Peng, Abdel Lisser:
A sparse chance constrained portfolio selection model with multiple constraints. J. Glob. Optim. 77(4): 825-852 (2020)
2010 – 2019
- 2019
- [b1]Shen Peng:
Chance constrained problem and its applications. (Optimisation stochastique avec contraintes en probabilités et applications). Xi'an Jiaotong University, Xian, Shaanxi, People's Republic of China, 2019 - 2018
- [j2]Zhiping Chen, Shen Peng, Jia Liu:
Data-Driven Robust Chance Constrained Problems: A Mixture Model Approach. J. Optim. Theory Appl. 179(3): 1065-1085 (2018) - [j1]Shen Peng, Vikas Vikram Singh, Abdel Lisser:
General sum games with joint chance constraints. Oper. Res. Lett. 46(5): 482-486 (2018)
2000 – 2009
- 2008
- [c1]Yu Wu, Yuanxiang Li, Xing Xu, Shen Peng:
The Thermodynamic Particle Swarm Optimizer. CSSE (1) 2008: 1203-1206
Coauthor Index
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