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math.OC2024
Optimization under rare events: scaling laws for linear chance-constrained programs
Jose Blanchet, Joost Jorritsma, Bert Zwart
We consider a class of chance-constrained programs in which profit needs to be maximized while enforcing that a given adverse event remains rare. Using techniques from large deviat…
math.PR2024
Large deviations of the giant component in scale-free inhomogeneous random graphs
Joost Jorritsma, Bert Zwart
We study large deviations of the size of the largest connected component in a general class of inhomogeneous random graphs with iid weights, parametrized so that the degree distrib…