Advances and applications of chance-constrained approaches to systems optimisation under uncertainty (Q2872537): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1080/00207721.2012.670310
+Normal rank
@@ Property / OpenAlex ID @@
+W2011621283
@@ Property / OpenAlex ID: W2011621283 / rank @@
+Normal rank
@@ Property / cites work @@
+A model for dynamic chance constraints in hydro power reservoir management
+Normal rank
@@ Property / cites work @@
+Close-Loop Stochastic Dynamic Optimization Under Probabilistic Output-Constraints
+Normal rank
@@ Property / cites work @@
+High dimensional polynomial interpolation on sparse grids
+Normal rank
@@ Property / cites work @@
+Robust Convex Optimization
@@ Property / cites work: Robust Convex Optimization / rank @@
+Normal rank
@@ Property / cites work @@
+An Exact Solution Approach for Portfolio Optimization Problems Under Stochastic and Integer Constraints
+Normal rank
@@ Property / cites work @@
+Multivariate quadrature on adaptive sparse grids
@@ Property / cites work: Multivariate quadrature on adaptive sparse grids / rank @@
+Normal rank
@@ Property / cites work @@
+Sparse grids
@@ Property / cites work: Sparse grids / rank @@
+Normal rank
@@ Property / cites work @@
+Uncertain convex programs: randomized solutions and confidence levels
+Normal rank
@@ Property / cites work @@
+Random Convex Programs
@@ Property / cites work: Random Convex Programs / rank @@
+Normal rank
@@ Property / cites work @@
+A sampling-and-discarding approach to chance-constrained optimization: feasibility and Optimality
+Normal rank
@@ Property / cites work @@
+Model predictive control for systems with stochastic multiplicative uncertainty and probabilistic constraints
+Normal rank
@@ Property / cites work @@
+Successive Linearization NMPC for a Class of Stochastic Nonlinear Systems
+Normal rank
@@ Property / cites work @@
+Chance-Constrained Programming
@@ Property / cites work: Chance-Constrained Programming / rank @@
+Normal rank
@@ Property / cites work @@
+Probability Density Estimation via an Infinite Gaussian Mixture Model: Application to Statistical Process Monitoring
+Normal rank
@@ Property / cites work @@
+From CVaR to Uncertainty Set: Implications in Joint Chance-Constrained Optimization
+Normal rank
@@ Property / cites work @@
+Advances in multidimensional integration
@@ Property / cites work: Advances in multidimensional integration / rank @@
+Normal rank
@@ Property / cites work @@
+Efficiency of Monte Carlo computations in very high dimensional spaces
+Normal rank
@@ Property / cites work @@
+Stochastic programming in water management: A case study and a comparison of solution techniques
+Normal rank
@@ Property / cites work @@
+Stochastic optimization of insurance portfolios for managing exposure to catastrophic risks
+Normal rank
@@ Property / cites work @@
+State and output feedback nonlinear model predictive control: an overview
+Normal rank
@@ Property / cites work @@
+Asymptotic formulas for the derivatives of probability functions and their Monte Carlo estimations
+Normal rank
@@ Property / cites work @@
+Numerical integration using sparse grids
@@ Property / cites work: Numerical integration using sparse grids / rank @@
+Normal rank
@@ Property / cites work @@
+Examples when nonlinear model predictive control is nonrobust
+Normal rank
@@ Property / cites work @@
+Scenario reduction in stochastic programming with respect to discrepancy distances
+Normal rank
@@ Property / cites work @@
+Convexity of chance constraints with independent random variables
+Normal rank
@@ Property / cites work @@
+Cubature  formulas for symmetric measures  in higher dimensions with few points
+Normal rank
@@ Property / cites work @@
+Robust constrained model predictive control using linear matrix inequalities
+Normal rank
@@ Property / cites work @@
+An Efficient Trajectory Method for Probabilistic Production-Inventory-Distribution Problems
+Normal rank
@@ Property / cites work @@
+A probabilistically constrained model predictive controller
+Normal rank
@@ Property / cites work @@
+Higher-Dimensional Integration with Gaussian Weight for Applications in Probabilistic Design
+Normal rank
@@ Property / cites work @@
+An integer programming approach for linear programs with probabilistic constraints
+Normal rank
@@ Property / cites work @@
+Differentiation formulas for probability functions: The transformation method
+Normal rank
@@ Property / cites work @@
+Constrained model predictive control: Stability and optimality
+Normal rank
@@ Property / cites work @@
+Kubaturformeln mit minimaler Knotenzahl
@@ Property / cites work: Kubaturformeln mit minimaler Knotenzahl / rank @@
+Normal rank
@@ Property / cites work @@
+Convex Approximations of Chance Constrained Programs
+Normal rank
@@ Property / cites work @@
+High dimensional integration of smooth functions over cubes
+Normal rank
@@ Property / cites work @@
+Simple cubature formulas with high polynomial exactness
+Normal rank
@@ Property / cites work @@
+Chance-constrained optimal control for multireservoir system optimization and risk analysis
+Normal rank
@@ Property / cites work @@
+Sample average approximation method for chance constrained programming: Theory and applications
+Normal rank
@@ Property / cites work @@
+A stochastic production planning model with a dynamic chance constraint
+Normal rank
@@ Property / cites work @@
+Smolyak cubature of given polynomial degree with few nodes for increasing dimension
+Normal rank
@@ Property / cites work @@
+Deterministic approximations of probability inequalities
+Normal rank
@@ Property / cites work @@
+Contributions to the theory of stochastic programming
+Normal rank
@@ Property / cites work @@
+On the concavity of multivariate probability distribution functions
+Normal rank
@@ Property / cites work @@
+Differentiability and semismoothness properties of integral functions and their applications
+Normal rank
@@ Property / cites work @@
+Implementable algorithm for stochastic optimization using sample average approximations
+Normal rank
@@ Property / cites work @@
+Probabilistic programming with discrete distributions and precedence constrained knapsack polyhedra
+Normal rank
@@ Property / cites work @@
+A comparison between (quasi-)Monte Carlo and cubature rule based methods for solving high-dimensional integration problems
+Normal rank
@@ Property / cites work @@
+Suboptimal model predictive control (feasibility implies stability)
+Normal rank
@@ Property / cites work @@
+Design of controllable batch processes in the presence of uncertainty
+Normal rank
@@ Property / cites work @@
+When are quasi-Monte Carlo algorithms efficient for high dimensional integrals?
+Normal rank
@@ Property / cites work @@
+Is Gauss Quadrature Better than Clenshaw–Curtis?
+Normal rank
@@ Property / cites work @@
+Derivatives of probability functions and some applications
+Normal rank
@@ Property / cites work @@
+On probabilistic constraints induced by rectangular sets and multivariate normal distributions
+Normal rank
@@ Property / cites work @@
+Sample average approximation of expected value constrained stochastic programs
+Normal rank
@@ Property / cites work @@
+A CHANCE-CONSTRAINED PORTFOLIO SELECTION PROBLEM UNDER t-DISTRIBUTION
+Normal rank
@@ Property / cites work @@
+Explicit cost bounds of algorithms for multivariate tensor product problems
+Normal rank
@@ Property / cites work @@
+A difference of convex formulation of value-at-risk constrained optimization
+Normal rank
@@ Property / cites work @@
+Chance Constrained Nonlinear Model Predictive Control
+Normal rank