The Thermodynamic Particle Swarm Optimizer. - Yu Wu; Yuanxiang Li; Xing Xu; Shen Peng (CSSE (1), 2008)

Data-Driven Robust Chance Constrained Problems: A Mixture Model Approach. - Zhiping Chen 001; Shen Peng; Jia Liu (J. Optim. Theory Appl., 2018)

General sum games with joint chance constraints. - Shen Peng; Vikas Vikram Singh; Abdel Lisser (Oper. Res. Lett., 2018)

Chance constrained problem and its applications. (Optimisation stochastique avec contraintes en probabilités et applications). - Shen Peng (2019)

A sparse chance constrained portfolio selection model with multiple constraints. - Zhiping Chen 001; Shen Peng; Abdel Lisser (J. Glob. Optim., 2020)

Stochastic mathematical programs with probabilistic complementarity constraints: SAA and distributionally robust approaches. - Shen Peng; Jie Jiang 003 (Comput. Optim. Appl., 2021)

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

Chance-constrained games with mixture distributions. - Shen Peng; Navnit Yadav; Abdel Lisser; Vikas Vikram Singh (Math. Methods Oper. Res., 2021)

Games with distributionally robust joint chance constraints. - Shen Peng; Abdel Lisser; Vikas Vikram Singh; Nalin Gupta; Eshan Balachandar (Optim. Lett., 2021)

Bounds for probabilistic programming with application to a blend planning problem. - Shen Peng; Francesca Maggioni; Abdel Lisser (Eur. J. Oper. Res., 2022)

Mathematical programs with distributionally robust chance constraints: Statistical robustness, discretization and reformulation. - Jie Jiang 003; Shen Peng (Eur. J. Oper. Res., 2024)

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)