Gradient formulae for nonlinear probabilistic constraints with non-convex quadratic forms
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Publication:1985288
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Cited in
(14)- Asymptotic formulas for the derivatives of probability functions and their Monte Carlo estimations
- scientific article; zbMATH DE number 7006375 (Why is no real title available?)
- A discussion of probability functions and constraints from a variational perspective
- Generalized differentiation of probability functions: parameter dependent sets given by intersections of convex sets and complements of convex sets
- Control in probability for SDE models of growth population
- Probability functions generated by set-valued mappings: a study of first order information
- Probability maximization via Minkowski functionals: convex representations and tractable resolution
- Derivative-free approaches for chance-constrained problems with right-hand side uncertainty
- (Sub-)differentiability of probability functions with elliptical distributions
- Gradient Formulae for Nonlinear Probabilistic Constraints with Gaussian and Gaussian-Like Distributions
- Derivatives of probability functions: unions of polyhedra and elliptical distributions
- A gradient formula for linear chance constraints under Gaussian distribution
- Gradient formulae for probability functions depending on a heterogenous family of constraints
- On the algorithmic solution of optimization problems subject to probabilistic/robust (probust) constraints
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