Chance-constrained problems and rare events: an importance sampling approach. - Javiera Barrera; Tito Homem-de-Mello; Eduardo Moreno 001; Bernardo K. Pagnoncelli; Gianpiero Canessa (Math. Program., 2016)

An algorithm for binary linear chance-constrained problems using IIS. - Gianpiero Canessa; Julian A. Gallego; Lewis Ntaimo; Bernardo K. Pagnoncelli (Comput. Optim. Appl., 2019)

Operating room scheduling under waiting time constraints: the Chilean GES plan. - Javiera Barrera; Rodrigo A. Carrasco; Susana V. Mondschein; Gianpiero Canessa; David Rojas-Zalazar (Ann. Oper. Res., 2020)

Chance constrained conic-segmentation support vector machine with uncertain data. - Shen Peng; Gianpiero Canessa (CoRR, 2021)

Finding search directions in quasi-Newton methods for minimizing a quadratic function subject to uncertainty. - Shen Peng; Gianpiero Canessa; David Ek; Anders Forsgren (Comput. Optim. Appl., 2025)

Chance constrained conic-segmentation support vector machine with uncertain data. - Shen Peng; Gianpiero Canessa; Zhihua Allen-Zhao (Ann. Math. Artif. Intell., 2025)