Generalized Differentiation of Probability Functions Acting on an Infinite System of Constraints (Q5233103): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
Set OpenAlex properties.
 
(4 intermediate revisions by 4 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / cites work
 
Property / cites work: Joint model of probabilistic-robust (probust) constraints applied to gas network optimization / rank
 
Normal rank
Property / cites work
 
Property / cites work: Chance-constrained problems and rare events: an importance sampling approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3182207 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust solutions of linear programming problems contaminated with uncertain data / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Smooth Variational Principle With Applications to Subdifferentiability and to Differentiability of Convex Functions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Techniques of variational analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: QMC designs: Optimal order Quasi Monte Carlo integration schemes on the sphere / rank
 
Normal rank
Property / cites work
 
Property / cites work: Probabilistic constraints via SQP solver: application to a renewable energy management problem / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Scenario Approach to Robust Control Design / rank
 
Normal rank
Property / cites work
 
Property / cites work: A sampling-and-discarding approach to chance-constrained optimization: feasibility and Optimality / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5628553 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4375488 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Qualification conditions-free characterizations of the \(\varepsilon \)-subdifferential of convex integral functions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Lectures on Stochastic Programming / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dual methods for probabilistic optimization problems. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Augmented Lagrangian method for probabilistic optimization / rank
 
Normal rank
Property / cites work
 
Property / cites work: Regularization methods for optimization problems with probabilistic constraints / rank
 
Normal rank
Property / cites work
 
Property / cites work: Concavity and efficient points of discrete distributions in probabilistic programming. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic optimization of insurance portfolios for managing exposure to catastrophic risks / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3996150 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Properties of chance constraints in infinite dimensions with an application to PDE constrained optimization / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic formulas for the derivatives of probability functions and their Monte Carlo estimations / rank
 
Normal rank
Property / cites work
 
Property / cites work: A joint model of probabilistic/robust constraints for gas transport management in stationary networks / rank
 
Normal rank
Property / cites work
 
Property / cites work: Subdifferential characterization of probability functions under Gaussian distribution / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Gradient Formula for Linear Chance Constraints Under Gaussian Distribution / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sequential Convex Approximations to Joint Chance Constrained Programs: A Monte Carlo Approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5673400 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Differentiability of probability function / rank
 
Normal rank
Property / cites work
 
Property / cites work: Strict (ε, δ)-Subdifferentials and Extremality Conditions / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Fréchet subdifferentials / rank
 
Normal rank
Property / cites work
 
Property / cites work: On mixing sets arising in chance-constrained programming / rank
 
Normal rank
Property / cites work
 
Property / cites work: Tail Conditional Expectations for Elliptical Distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sub- and supergradients of envelopes, semicontinuous closures, and limits of sequences of functions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Solving Chance-Constrained Optimization Problems with Stochastic Quadratic Inequalities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Pattern-Based Modeling and Solution of Probabilistically Constrained Optimization Problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Pattern definition of the \(p\)-efficiency concept / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mathematical programming approaches for generating \(p\)-efficient points / rank
 
Normal rank
Property / cites work
 
Property / cites work: Decomposition algorithms for two-stage chance-constrained programs / rank
 
Normal rank
Property / cites work
 
Property / cites work: An Integer Programming and Decomposition Approach to General Chance-Constrained Mathematical Programs / rank
 
Normal rank
Property / cites work
 
Property / cites work: A branch-and-cut decomposition algorithm for solving chance-constrained mathematical programs with finite support / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Sample Approximation Approach for Optimization with Probabilistic Constraints / rank
 
Normal rank
Property / cites work
 
Property / cites work: An integer programming approach for linear programs with probabilistic constraints / rank
 
Normal rank
Property / cites work
 
Property / cites work: Differentiation of probability functions: The transformation method / rank
 
Normal rank
Property / cites work
 
Property / cites work: Constraint qualifications and optimality conditions for nonconvex semi-infinite and infinite programs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Subdifferentials of Nonconvex Supremum Functions and Their Applications to Semi-infinite and Infinite Programs with Lipschitzian Data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Necessary Suboptimality and Optimality Conditions via Variational Principles / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convex Approximations of Chance Constrained Programs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sample average approximation method for chance constrained programming: Theory and applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Probability Gradient Estimation by Set-Valued Calculus and Applications in Network Design / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convex functions, monotone operators and differentiability. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3126752 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4830009 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4094228 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Implementable algorithm for stochastic optimization using sample average approximations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Extensions of stochastic optimization results to problems with system failure probability functions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Derivatives of probability functions and integrals over sets given by inequalities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Derivatives of probability functions and some applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: (Sub-)differentiability of probability functions with elliptical distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Probabilistic optimization via approximate \(p\)-efficient points and bundle methods / rank
 
Normal rank
Property / cites work
 
Property / cites work: Level bundle methods for constrained convex optimization with various oracles / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convexity and optimization with copulæ structured probabilistic constraints / rank
 
Normal rank
Property / cites work
 
Property / cites work: Inexact stabilized Benders' decomposition approaches with application to chance-constrained problems with finite support / rank
 
Normal rank
Property / cites work
 
Property / cites work: Gradient Formulae for Nonlinear Probabilistic Constraints with Gaussian and Gaussian-Like Distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: (Sub-)Gradient Formulae for Probability Functions of Random Inequality Systems under Gaussian Distribution / rank
 
Normal rank
Property / cites work
 
Property / cites work: On joint probabilistic constraints with Gaussian coefficient matrix / rank
 
Normal rank
Property / cites work
 
Property / cites work: Second-order differentiability of probability functions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Eventual convexity of probability constraints with elliptical distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Constrained Bundle Methods for Upper Inexact Oracles with Application to Joint Chance Constrained Energy Problems / rank
 
Normal rank
Property / Wikidata QID
 
Property / Wikidata QID: Q127291138 / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1137/18m1181262 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2971468916 / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 09:43, 30 July 2024

scientific article; zbMATH DE number 7105233
Language Label Description Also known as
English
Generalized Differentiation of Probability Functions Acting on an Infinite System of Constraints
scientific article; zbMATH DE number 7105233

    Statements

    Generalized Differentiation of Probability Functions Acting on an Infinite System of Constraints (English)
    0 references
    0 references
    0 references
    16 September 2019
    0 references
    stochastic optimization
    0 references
    probability functions
    0 references
    probabilistic constraints
    0 references
    generalized differentiation
    0 references
    chance constraints
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers