Bayesian Joint Chance Constrained Optimization: Approximations and Statistical Consistency

Prateek Jaiswal, Harsha Honnappa, Vinayak A. Rao. Bayesian Joint Chance Constrained Optimization: Approximations and Statistical Consistency. SIAM Journal on Optimization, 33(3):1968-1995, September 2023. [doi]

@article{JaiswalHR23,
  title = {Bayesian Joint Chance Constrained Optimization: Approximations and Statistical Consistency},
  author = {Prateek Jaiswal and Harsha Honnappa and Vinayak A. Rao},
  year = {2023},
  month = {September},
  doi = {10.1137/21m1430005},
  url = {https://doi.org/10.1137/21m1430005},
  researchr = {https://researchr.org/publication/JaiswalHR23},
  cites = {0},
  citedby = {0},
  journal = {SIAM Journal on Optimization},
  volume = {33},
  number = {3},
  pages = {1968-1995},
}