Gradient estimates for Gaussian distribution functions: application to probabilistically constrained optimization problems
From MaRDI portal
(Redirected from Publication:1940951)
Recommendations
- Gradient Formulae for Nonlinear Probabilistic Constraints with Gaussian and Gaussian-Like Distributions
- A characterization of the subdifferential of singular Gaussian distribution functions
- A gradient formula for linear chance constraints under Gaussian distribution
- On joint probabilistic constraints with Gaussian coefficient matrix
- (Sub-)gradient formulae for probability functions of random inequality systems under Gaussian distribution
Cited in
(10)- Gradient formulae for nonlinear probabilistic constraints with non-convex quadratic forms
- Smooth Approximation of the Quantile Function Derivatives
- Probabilistic constraints via SQP solver: application to a renewable energy management problem
- Subdifferential characterization of probability functions under Gaussian distribution
- Gradient Formulae for Nonlinear Probabilistic Constraints with Gaussian and Gaussian-Like Distributions
- Application of the smooth approximation of the probability function in some applied stochastic programming problems
- On joint probabilistic constraints with Gaussian coefficient matrix
- A linear programming approach for linear programs with probabilistic constraints
- (Sub-)gradient formulae for probability functions of random inequality systems under Gaussian distribution
- A gradient formula for linear chance constraints under Gaussian distribution
This page was built for publication: Gradient estimates for Gaussian distribution functions: application to probabilistically constrained optimization problems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1940951)