学术论文
- Jie Jiang, Shen Peng. Mathematical programs with distributionally robust chance constraints: Statistical robustness, discretization and reformulation. European Journal of Operational Research. 313(2): 616-627, (2024). https://doi.org/10.1016/j.ejor.2023.10.020.
- 张鑫熔,彭深.求解稀疏高阶矩投资组合问题的混合启发式算法.纯粹数学与应用数学,39(03): 437-454, (2023).
- Shen Peng, Gianpiero Canessa, Zhihua Allen-Zhao. Chance constrained conic-segmentation support vector machine with uncertain data. Annals of Mathematics and Artificial Intelligence. (2023), https://doi.org/10.1007/s10472-022-09822-1.
- Shen Peng, Francesca Maggioni, Abdel Lisser. Bounds for probabilistic programming with application to a blend planning problem. European Journal of Operational Research, 297, 964-976, (2022), https://doi.org/10.1016/j.ejor.2021.09.023.
- Shen Peng, Jie Jiang. Stochastic mathematical programs with probabilistic complementarity constraints: SAA and distributionally robust approaches. Computational Optimization and Applications, 80, 153-184, (2021), https://doi.org/10.1007/s10589-021-00292-5.
- Shen Peng, Abdel Lisser, Vikas Vikram Singh, et al. Games with distributionally robust joint chance constraints. Optimization Letters, 15, 1931-1953, (2021), https://doi.org/10.1007/s11590-021-01700-9.
- Shen Peng, Navnit Yadav, Abdel Lisser, Vikas Vikram Singh. Chance-constrained games with mixture distributions. Mathematical Methods of Operations Research, 94, 71-97, (2021), https://doi.org/10.1007/s00186-021-00747-9.
- Zhiping Chen, Shen Peng, Abdel Lisser. A sparse chance constrained portfolio selection model with multiple constraints. Journal of Global Optimization, 77, 825-852, (2020), https://doi.org/10.1007/s10898-020-00901-3.
- Liu Jia, Shen Peng, Abdel Lisser, Zhiping Chen. Rectangular chance constrained geometric optimization. Optimization and Engineering, 21, 537–566, (2020), https://doi. org/10.1007/s11081-019-09460-3.
- Zhiping Chen, Shen Peng, Jia Liu, Data-driven robust chance constrained problems: A mixture model approach. Journal of Optimization Theory and Applications, 179,1065-1085, (2018), https://doi.org/10.1007/s10957-018-1376-4.
- Shen Peng, Vikas Vikram Singh, Abdel Lisser. General sum games with joint chance constraints. Operations Research Letters, 46, 482-486, (2018), https:// doi.org/10.1016/j.orl.2018.07.003.