(Sub-)differentiability of probability functions with elliptical distributions (Q1711093): Difference between revisions

@@ Property / describes a project that uses @@
+Ipopt
@@ Property / describes a project that uses: Ipopt / rank @@
+Normal rank
@@ 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/10.1007/s11228-017-0454-3
+Normal rank
@@ Property / OpenAlex ID @@
+W2763608097
@@ Property / OpenAlex ID: W2763608097 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5402621
@@ Property / cites work: Q5402621 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3968042
@@ Property / cites work: Q3968042 / rank @@
+Normal rank
@@ Property / cites work @@
+Lectures on Stochastic Programming
@@ Property / cites work: Lectures on Stochastic Programming / rank @@
+Normal rank
@@ Property / cites work @@
+Q3996150
@@ Property / cites work: Q3996150 / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic formulas for the derivatives of probability functions and their Monte Carlo estimations
+Normal rank
@@ Property / cites work @@
+Subdifferential characterization of probability functions under Gaussian distribution
+Normal rank
@@ Property / cites work @@
+GloptiPoly 3: moments, optimization and semidefinite programming
+Normal rank
@@ Property / cites work @@
+Optimization of a continuous distillation process under random inflow rate.
+Normal rank
@@ Property / cites work @@
+A Gradient Formula for Linear Chance Constraints Under Gaussian Distribution
+Normal rank
@@ Property / cites work @@
+Q2710200
@@ Property / cites work: Q2710200 / rank @@
+Normal rank
@@ Property / cites work @@
+Differentiability of probability function
@@ Property / cites work: Differentiability of probability function / rank @@
+Normal rank
@@ Property / cites work @@
+On mixing sets arising in chance-constrained programming
+Normal rank
@@ Property / cites work @@
+A Sample Approximation Approach for Optimization with Probabilistic Constraints
+Normal rank
@@ Property / cites work @@
+Differentiation of probability functions: The transformation method
+Normal rank
@@ Property / cites work @@
+Variational Analysis and Generalized Differentiation I
+Normal rank
@@ Property / cites work @@
+Probability Gradient Estimation by Set-Valued Calculus and Applications in Network Design
+Normal rank
@@ Property / cites work @@
+Q3126752
@@ Property / cites work: Q3126752 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4094228
@@ Property / cites work: Q4094228 / rank @@
+Normal rank
@@ Property / cites work @@
+Implementable algorithm for stochastic optimization using sample average approximations
+Normal rank
@@ Property / cites work @@
+Extensions of stochastic optimization results to problems with system failure probability functions
+Normal rank
@@ Property / cites work @@
+Derivatives of probability functions and integrals over sets given by inequalities
+Normal rank
@@ Property / cites work @@
+Derivatives of probability functions and some applications
+Normal rank
@@ Property / cites work @@
+Decomposition approaches for block-structured chance-constrained programs with application to hydro-thermal unit commitment
+Normal rank
@@ Property / cites work @@
+Gradient Formulae for Nonlinear Probabilistic Constraints with Gaussian and Gaussian-Like Distributions
+Normal rank
@@ Property / cites work @@
+(Sub-)Gradient Formulae for Probability Functions of Random Inequality Systems under Gaussian Distribution
+Normal rank
@@ Property / cites work @@
+On joint probabilistic constraints with Gaussian coefficient matrix
+Normal rank
@@ Property / cites work @@
+Joint chance constrained programming for hydro reservoir management
+Normal rank
@@ Property / cites work @@
+Second-order differentiability of probability functions
+Normal rank
@@ Property / cites work @@
+A characterization of the subdifferential of singular Gaussian distribution functions
+Normal rank
@@ Property / cites work @@
+On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming
+Normal rank