| Publication | Date of Publication | Type |
|---|
Numerical solution of an optimal control problem with probabilistic and almost sure state constraints
Journal of Optimization Theory and Applications | 2025-01-13 | Paper |
Pontryagin's principle for some probabilistic control problems
Applied Mathematics and Optimization | 2024-08-20 | Paper |
| Numerical solution of an optimal control problem with probabilistic and almost sure state constraints | 2023-11-25 | Paper |
Value at risk approach to producer's best response in an electricity market with uncertain demand
Optimization | 2023-11-06 | Paper |
| scientific article; zbMATH DE number 7733448 (Why is no real title available?) | 2023-09-01 | Paper |
Controlled polyhedral sweeping processes: existence, stability, and optimality conditions
Journal of Differential Equations | 2023-06-12 | Paper |
An agricultural investment problem subject to probabilistic constraints
Computational Management Science | 2022-12-20 | Paper |
Dynamic probabilistic constraints under continuous random distributions
Mathematical Programming. Series A. Series B | 2022-11-14 | Paper |
| Capacity evaluation for large-scale gas networks | 2022-10-25 | Paper |
On convex lower-level black-box constraints in bilevel optimization with an application to gas market models with chance constraints
Journal of Global Optimization | 2022-10-24 | Paper |
On the algorithmic solution of optimization problems subject to probabilistic/robust (probust) constraints
Mathematical Methods of Operations Research | 2022-08-31 | Paper |
Problem-based optimal scenario generation and reduction in stochastic programming
Mathematical Programming. Series A. Series B | 2022-03-22 | Paper |
Joint model of probabilistic-robust (probust) constraints applied to gas network optimization
Vietnam Journal of Mathematics | 2021-11-12 | Paper |
An enumerative formula for the spherical cap discrepancy
Journal of Computational and Applied Mathematics | 2021-02-12 | Paper |
Solving joint chance constrained problems using regularization and Benders' decomposition
Annals of Operations Research | 2021-01-06 | Paper |
Generalized gradients for probabilistic/robust (probust) constraints
Optimization | 2020-11-09 | Paper |
Optimal Neumann boundary control of a vibrating string with uncertain initial data and probabilistic terminal constraints
SIAM Journal on Control and Optimization | 2020-08-21 | Paper |
Lipschitz lower semicontinuity moduli for linear inequality systems
Journal of Mathematical Analysis and Applications | 2020-07-13 | Paper |
Book review of: B. S. Mordukhovich, Variational analysis and applications
Optimization Letters | 2019-07-10 | Paper |
Subdifferential characterization of probability functions under Gaussian distribution
Mathematical Programming. Series A. Series B | 2019-04-24 | Paper |
Convexity of Chance Constraints with Dependent Random Variables: The Use of Copulae
International Series in Operations Research & Management Science | 2019-01-25 | Paper |
Properties of chance constraints in infinite dimensions with an application to PDE constrained optimization
Set-Valued and Variational Analysis | 2019-01-16 | Paper |
Calmness as a constraint qualification for M-stationarity conditions in MPECs
Forum for Interdisciplinary Mathematics | 2018-11-27 | Paper |
A joint model of probabilistic/robust constraints for gas transport management in stationary networks
Computational Management Science | 2018-10-10 | Paper |
On M-stationarity conditions in MPECs and the associated qualification conditions
Mathematical Programming. Series A. Series B | 2018-04-06 | Paper |
Joint dynamic probabilistic constraints with projected linear decision rules
Optimization Methods & Software | 2017-11-24 | Paper |
(Sub-)gradient formulae for probability functions of random inequality systems under Gaussian distribution
SIAM/ASA Journal on Uncertainty Quantification | 2017-06-28 | Paper |
Joint chance constrained programming for hydro reservoir management
Optimization and Engineering | 2017-06-19 | Paper |
Critical objective size and calmness modulus in linear programming
Set-Valued and Variational Analysis | 2017-01-26 | Paper |
On the quantification of nomination feasibility in stationary gas networks with random load
Mathematical Methods of Operations Research | 2016-11-29 | Paper |
Methods for verifying booked capacities
Evaluating Gas Network Capacities | 2016-07-20 | Paper |
Outer limit of subdifferentials and calmness moduli in linear and nonlinear programming
Journal of Optimization Theory and Applications | 2016-07-01 | Paper |
Probabilistic constraints via SQP solver: application to a renewable energy management problem
Computational Management Science | 2015-07-24 | Paper |
Gradient Formulae for Nonlinear Probabilistic Constraints with Gaussian and Gaussian-Like Distributions
SIAM Journal on Optimization | 2015-04-08 | Paper |
About error bounds in metric spaces
Operations Research Proceedings | 2015-03-03 | Paper |
A simple formula for the second-order subdifferential of maximum functions
Vietnam Journal of Mathematics | 2015-01-07 | Paper |
Conditioning of linear-quadratic two-stage stochastic optimization problems
Mathematical Programming. Series A. Series B | 2014-12-18 | Paper |
A gradient formula for linear chance constraints under Gaussian distribution
Mathematics of Operations Research | 2014-10-21 | Paper |
Some remarks on stability of generalized equations
Journal of Optimization Theory and Applications | 2014-04-01 | Paper |
Path-planning with collision avoidance in automotive industry
IFIP Advances in Information and Communication Technology | 2013-06-19 | Paper |
A critical note on empirical (Sample average, Monte Carlo) approximation of solutions to chance constrained programs
IFIP Advances in Information and Communication Technology | 2013-06-19 | Paper |
Gradient estimates for Gaussian distribution functions: application to probabilistically constrained optimization problems
Numerical Algebra, Control and Optimization | 2013-03-11 | Paper |
On regular coderivatives in parametric equilibria with non-unique multipliers
Mathematical Programming. Series A. Series B | 2012-12-19 | Paper |
Path planning and collision avoidance for robots
Numerical Algebra, Control and Optimization | 2012-11-13 | Paper |
Analysis of M-stationary points to an EPEC modeling oligopolistic competition in an electricity spot market
European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations | 2012-08-31 | Paper |
Condition number and eccentricity of a closed convex cone
Mathematica Scandinavica | 2012-03-28 | Paper |
On joint probabilistic constraints with Gaussian coefficient matrix
Operations Research Letters | 2011-08-09 | Paper |
On calmness conditions in convex bilevel programming
Applicable Analysis | 2011-06-20 | Paper |
Second-order analysis of polyhedral systems in finite and infinite dimensions with applications to robust stability of variational inequalities
SIAM Journal on Optimization | 2011-03-21 | Paper |
Inradius and circumradius of various convex cones arising in applications
Set-Valued and Variational Analysis | 2011-01-17 | Paper |
Lipschitz and differentiability properties of quasi-concave and singular normal distribution functions
Annals of Operations Research | 2010-10-04 | Paper |
A model for dynamic chance constraints in hydro power reservoir management
European Journal of Operational Research | 2010-09-09 | Paper |
On probabilistic constraints induced by rectangular sets and multivariate normal distributions
Mathematical Methods of Operations Research | 2010-09-08 | Paper |
| scientific article; zbMATH DE number 5773720 (Why is no real title available?) | 2010-08-20 | Paper |
| scientific article; zbMATH DE number 5773720 (Why is no real title available?) | 2010-08-20 | Paper |
Error bounds: necessary and sufficient conditions
Set-Valued and Variational Analysis | 2010-06-16 | Paper |
On properties of different notions of centers for convex cones
Set-Valued and Variational Analysis | 2010-06-16 | Paper |
Scenario reduction in stochastic programming with respect to discrepancy distances
Computational Optimization and Applications | 2009-09-25 | Paper |
Convexity of chance constraints with independent random variables
Computational Optimization and Applications | 2009-07-13 | Paper |
On the co-derivative of normal cone mappings to inequality systems
Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods | 2009-06-24 | Paper |
Discrepancy distances and scenario reduction in two-stage stochastic mixed-integer programming
Journal of Industrial and Management Optimization | 2009-03-30 | Paper |
On \(M\)-stationary points for a stochastic equilibrium problem under equilibrium constraints in electricity spot market modeling.
Applications of Mathematics | 2008-11-24 | Paper |
Uniform Boundedness of Norms of Convex and Nonconvex Processes
Numerical Functional Analysis and Optimization | 2008-07-23 | Paper |
Boris Mordukhovich, the never tiring traveller, celebrates his sixtieth birthday
Set-Valued Analysis | 2008-06-25 | Paper |
On calculating the normal cone to a finite union of convex polyhedra†
Optimization | 2008-03-10 | Paper |
Stability and Sensitivity of Optimization Problems with First Order Stochastic Dominance Constraints
SIAM Journal on Optimization | 2008-02-25 | Paper |
| Perturbation analysis of chance-constrained programs under variation of all constraint data | 2008-02-11 | Paper |
Structural properties of linear probabilistic constraints
Optimization | 2007-10-22 | Paper |
Distance to Uncontrollability for Convex Processes
SIAM Journal on Control and Optimization | 2007-03-20 | Paper |
Calmness of constraint systems with applications
Mathematical Programming. Series A. Series B | 2005-12-14 | Paper |
Sufficient conditions for error bounds and applications
Applied Mathematics and Optimization | 2004-11-05 | Paper |
Hölder and Lipschitz stability of solution sets in programs with probabilistic constraints
Mathematical Programming. Series A. Series B | 2004-10-28 | Paper |
Optimization of a continuous distillation process under random inflow rate.
Computers & Mathematics with Applications | 2003-12-14 | Paper |
On the Calmness of a Class of Multifunctions
SIAM Journal on Optimization | 2003-01-05 | Paper |
Subdifferential Conditions for Calmness of Convex Constraints
SIAM Journal on Optimization | 2003-01-05 | Paper |
A general algorithm for obtaining simple structure of core arrays in \(N\)-way PCA with application to fluorometric data
Computational Statistics and Data Analysis | 2002-07-29 | Paper |
On the connectedness of probabilistic constraint sets
Journal of Optimization Theory and Applications | 2002-06-09 | Paper |
A subdifferential condition for calmness of multifunctions
Journal of Mathematical Analysis and Applications | 2002-04-07 | Paper |
| scientific article; zbMATH DE number 1724435 (Why is no real title available?) | 2002-04-03 | Paper |
| scientific article; zbMATH DE number 1688594 (Why is no real title available?) | 2002-02-19 | Paper |
| scientific article; zbMATH DE number 1688596 (Why is no real title available?) | 2002-02-19 | Paper |
| scientific article; zbMATH DE number 1487997 (Why is no real title available?) | 2001-11-21 | Paper |
| Stability of solutions to chance constrained stochastic programs | 2001-07-12 | Paper |
Metric regularity and quantitative stability in stochastic programs with probabilistic constraints.
Mathematical Programming. Series A. Series B | 2000-07-21 | Paper |
| scientific article; zbMATH DE number 1186920 (Why is no real title available?) | 1999-05-05 | Paper |
Characterization of stability for cone increasing constraint mappings
Set-Valued Analysis | 1998-04-26 | Paper |
Topological properties of the approximate subdifferential
Journal of Mathematical Analysis and Applications | 1997-10-15 | Paper |
Topological characterization of the approximate subdifferential in the finite-dimensional case
ZOR Mathematical Methods of Operations Research | 1996-04-15 | Paper |
| scientific article; zbMATH DE number 841063 (Why is no real title available?) | 1996-02-04 | Paper |
| scientific article; zbMATH DE number 713992 (Why is no real title available?) | 1995-01-22 | Paper |
Metric regularity of the feasible set mapping in semi-infinite optimization
Applied Mathematics and Optimization | 1994-08-10 | Paper |
On constraint qualifications
Journal of Optimization Theory and Applications | 1994-04-27 | Paper |
Optimality conditions in control problems with random state constraints in probabilistic or almost-sure form
(available as arXiv preprint) | N/A | Paper |
