Gradient formulae for probability functions depending on a heterogenous family of constraints
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Cites work
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- Derivatives of probability functions: unions of polyhedra and elliptical distributions
- Differentiability of probability function
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- Generalized differentiation of probability functions: parameter dependent sets given by intersections of convex sets and complements of convex sets
- Generalized gradients for probabilistic/robust (probust) constraints
- Gradient Formulae for Nonlinear Probabilistic Constraints with Gaussian and Gaussian-Like Distributions
- Gradient formulae for nonlinear probabilistic constraints with non-convex quadratic forms
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Cited in
(9)- Gradient formulae for nonlinear probabilistic constraints with non-convex quadratic forms
- Generalized differentiation of probability functions: parameter dependent sets given by intersections of convex sets and complements of convex sets
- Generalized gradients for probabilistic/robust (probust) constraints
- Generalized differentiation of probability functions acting on an infinite system of constraints
- Gradient Formulae for Nonlinear Probabilistic Constraints with Gaussian and Gaussian-Like Distributions
- Data-Driven Approximation of Contextual Chance-Constrained Stochastic Programs
- Probability functions generated by set-valued mappings: a study of first order information
- Differentiability of probability functions involving star-shaped valued set-valued maps
- A discussion of probability functions and constraints from a variational perspective
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