Shen Peng

Years Active: 2008-2024
Publications (10 Years): 9

University of Paris-Saclay, France (PHD)

Education History

University of Paris-Saclay, France

PHD

Publications

Jie Jiang, Shen Peng
Mathematical programs with distributionally robust chance constraints: Statistical robustness, discretization and reformulation. Eur. J. Oper. Res. 313 (2) (2024)
Shen Peng, Francesca Maggioni, Abdel Lisser
Bounds for probabilistic programming with application to a blend planning problem. Eur. J. Oper. Res. 297 (3) (2022)
Shen Peng, Jie Jiang
Stochastic mathematical programs with probabilistic complementarity constraints: SAA and distributionally robust approaches. Comput. Optim. Appl. 80 (1) (2021)
Shen Peng, Navnit Yadav, Abdel Lisser, Vikas Vikram Singh
Chance-constrained games with mixture distributions. Math. Methods Oper. Res. 94 (1) (2021)
Shen Peng, Abdel Lisser, Vikas Vikram Singh, Nalin Gupta, Eshan Balachandar
Games with distributionally robust joint chance constraints. Optim. Lett. 15 (6) (2021)
Shen Peng, Gianpiero Canessa
Chance constrained conic-segmentation support vector machine with uncertain data. CoRR (2021)
Zhiping Chen, Shen Peng, Abdel Lisser
A sparse chance constrained portfolio selection model with multiple constraints. J. Glob. Optim. 77 (4) (2020)
Shen Peng, Vikas Vikram Singh, Abdel Lisser
General sum games with joint chance constraints. Oper. Res. Lett. 46 (5) (2018)
Zhiping Chen, Shen Peng, Jia Liu
Data-Driven Robust Chance Constrained Problems: A Mixture Model Approach. J. Optim. Theory Appl. 179 (3) (2018)
Yu Wu, Yuanxiang Li, Xing Xu, Shen Peng
The Thermodynamic Particle Swarm Optimizer. CSSE (1) (2008)

Shen Peng.css-eqlu8i{font-size:small;padding-left:4px;}