Eventual convexity of probability constraints with elliptical distributions (Q2414898): 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/10.1007/s10107-018-1230-3
+Normal rank
@@ Property / OpenAlex ID @@
+W2788729665
@@ Property / OpenAlex ID: W2788729665 / 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 @@
+Robust solutions of linear programming problems contaminated with uncertain data
+Normal rank
@@ Property / cites work @@
+On extensions of the Brunn-Minkowski and Prekopa-Leindler theorems, including inequalities for log concave functions, and with an application to the diffusion equation
+Normal rank
@@ Property / cites work @@
+Probabilistic constraints via SQP solver: application to a renewable energy management problem
+Normal rank
@@ Property / cites work @@
+The Scenario Approach to Robust Control Design
@@ Property / cites work: The Scenario Approach to Robust Control Design / rank @@
+Normal rank
@@ Property / cites work @@
+Fat tails, VaR and subadditivity
@@ Property / cites work: Fat tails, VaR and subadditivity / rank @@
+Normal rank
@@ Property / cites work @@
+Regularization methods for optimization problems with probabilistic constraints
+Normal rank
@@ Property / cites work @@
+Concavity and efficient points of discrete distributions in probabilistic programming.
+Normal rank
@@ Property / cites work @@
+Stochastic optimization of insurance portfolios for managing exposure to catastrophic risks
+Normal rank
@@ Property / cites work @@
+Q3996150
@@ Property / cites work: Q3996150 / rank @@
+Normal rank
@@ Property / cites work @@
+Properties of chance constraints in infinite dimensions with an application to PDE constrained optimization
+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 @@
+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 @@
+Convexity of chance constraints with independent random variables
+Normal rank
@@ Property / cites work @@
+Convexity of Chance Constraints with Dependent Random Variables: The Use of Copulae
+Normal rank
@@ Property / cites work @@
+Sequential Convex Approximations to Joint Chance Constrained Programs: A Monte Carlo Approach
+Normal rank
@@ Property / cites work @@
+A Stochastic Programming Model
@@ Property / cites work: A Stochastic Programming Model / rank @@
+Normal rank
@@ Property / cites work @@
+Differentiability of probability function
@@ Property / cites work: Differentiability of probability function / rank @@
+Normal rank
@@ Property / cites work @@
+Threshold Boolean form for joint probabilistic constraints with random technology matrix
+Normal rank
@@ Property / cites work @@
+Erratum to: ``Threshold Boolean form for joint probabilistic constraints with random technology matrix''
+Normal rank
@@ Property / cites work @@
+Tail Conditional Expectations for Elliptical Distributions
+Normal rank
@@ Property / cites work @@
+Solving Chance-Constrained Optimization Problems with Stochastic Quadratic Inequalities
+Normal rank
@@ Property / cites work @@
+Pattern-Based Modeling and Solution of Probabilistically Constrained Optimization Problems
+Normal rank
@@ Property / cites work @@
+Mathematical programming approaches for generating \(p\)-efficient points
+Normal rank
@@ Property / cites work @@
+A branch-and-cut decomposition algorithm for solving chance-constrained mathematical programs with finite support
+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 @@
+Projecting the surface measure of the sphere of \({\ell}_p^n\)
+Normal rank
@@ Property / cites work @@
+Convex Approximations of Chance Constrained Programs
+Normal rank
@@ Property / cites work @@
+Sample average approximation method for chance constrained programming: Theory and applications
+Normal rank
@@ Property / cites work @@
+Programming under probabilistic constraints with a random technology matrix
+Normal rank
@@ Property / cites work @@
+Q3126752
@@ Property / cites work: Q3126752 / rank @@
+Normal rank
@@ Property / cites work @@
+On the concavity of multivariate probability distribution functions
+Normal rank
@@ Property / cites work @@
+Q4830009
@@ Property / cites work: Q4830009 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4094228
@@ Property / cites work: Q4094228 / rank @@
+Normal rank
@@ Property / cites work @@
+On convexity of measures
@@ Property / cites work: On convexity of measures / rank @@
+Normal rank
@@ Property / cites work @@
+Extensions of stochastic optimization results to problems with system failure probability functions
+Normal rank
@@ Property / cites work @@
+Lectures on Stochastic Programming
@@ Property / cites work: Lectures on Stochastic Programming / rank @@
+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 @@
+Eventual convexity of chance constrained feasible sets
+Normal rank
@@ Property / cites work @@
+Probabilistic optimization via approximate \(p\)-efficient points and bundle methods
+Normal rank
@@ Property / cites work @@
+Inexact stabilized Benders' decomposition approaches with application to chance-constrained problems with finite support
+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 @@
+Joint chance constrained programming for hydro reservoir management
+Normal rank
@@ Property / cites work @@
+Second-order differentiability of probability functions
+Normal rank
@@ Property / cites work @@
+Level bundle methods for constrained convex optimization with various oracles
+Normal rank
@@ Property / cites work @@
+Convexity and optimization with copulæ structured probabilistic constraints
+Normal rank
@@ Property / cites work @@
+Constrained Bundle Methods for Upper Inexact Oracles with Application to Joint Chance Constrained Energy Problems
+Normal rank
@@ Property / cites work @@
+Convexity of chance constrained programming problems with respect to a new generalized concavity notion
+Normal rank