An algorithm for constrained nonlinear optimization under uncertainty
From MaRDI portal
Recommendations
- scientific article; zbMATH DE number 1264400
- General robust-optimization formulation for nonlinear programming
- Decreasing the sensitivity of open-loop optimal solutions in decision making under uncertainty
- Chance constrained nonlinear model predictive control
- A survey of nonlinear robust optimization
Cited in
(14)- scientific article; zbMATH DE number 7084083 (Why is no real title available?)
- A parallel algorithm for semi-infinite programming
- Fast robust optimization using bias correction applied to the mean model
- Robust risk budgeting
- Robust optimization applied to uncertain production loading problems with import quota limits under the global supply chain management environment
- A constrained optimum experimental design problem for model discrimination with a continuously varying factor
- \(\chi\)-optimal solution of single objective nonlinear optimization problem with uncertain parameters
- Case studies for a first-order robust nonlinear programming formulation
- Decreasing the sensitivity of open-loop optimal solutions in decision making under uncertainty
- A derivative algorithm for inexact quadratic program -- application to environmental decision-making under uncertainty
- A predictive approach to adaptive fuzzy sliding-mode control of under-actuated nonlinear systems with input saturation
- An approximation technique for robust nonlinear optimization
- A robust optimization model for a cross-border logistics problem with fleet composition in an uncertain environment.
- Mean-variance risk-averse optimal control of systems governed by PDEs with random parameter fields using quadratic approximations
This page was built for publication: An algorithm for constrained nonlinear optimization under uncertainty
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1295084)