On the algorithmic solution of optimization problems subject to probabilistic/robust (probust) constraints
From MaRDI portal
(Redirected from Publication:2168046)
Recommendations
- scientific article; zbMATH DE number 3915532
- A Sample Approximation Approach for Optimization with Probabilistic Constraints
- scientific article; zbMATH DE number 124612
- On probabilistic constraints induced by rectangular sets and multivariate normal distributions
- Regularization methods for optimization problems with probabilistic constraints
Cites work
- scientific article; zbMATH DE number 995813 (Why is no real title available?)
- scientific article; zbMATH DE number 3791104 (Why is no real title available?)
- scientific article; zbMATH DE number 3599817 (Why is no real title available?)
- scientific article; zbMATH DE number 1070896 (Why is no real title available?)
- (Sub-)gradient formulae for probability functions of random inequality systems under Gaussian distribution
- A Sample Approximation Approach for Optimization with Probabilistic Constraints
- A discussion of probability functions and constraints from a variational perspective
- A joint model of probabilistic/robust constraints for gas transport management in stationary networks
- A model for dynamic chance constraints in hydro power reservoir management
- A sequential algorithm for solving nonlinear optimization problems with chance constraints
- An inner-outer approximation approach to chance constrained optimization
- Bi-level strategies in semi-infinite programming.
- Capacity planning model for a multipurpose water reservoir with target-priority operation
- Chance constrained optimization of elliptic PDE systems with a smoothing convex approximation
- Decomposition algorithms for two-stage chance-constrained programs
- Distributionally robust joint chance constraints with second-order moment information
- Dynamic probabilistic constraints under continuous random distributions
- Generalized gradients for probabilistic/robust (probust) constraints
- Generalized semi-infinite programming: a tutorial
- Gradient Formulae for Nonlinear Probabilistic Constraints with Gaussian and Gaussian-Like Distributions
- Gradient formulae for nonlinear probabilistic constraints with non-convex quadratic forms
- Inexact stabilized Benders' decomposition approaches with application to chance-constrained problems with finite support
- Joint chance constrained programming for hydro reservoir management
- Joint dynamic probabilistic constraints with projected linear decision rules
- Lectures on stochastic programming. Modeling and theory.
- On optimal regulation of a storage level with application to the water level regulation of a lake
- On probabilistic capacity maximization in a stationary gas network
- On probabilistic constraints induced by rectangular sets and multivariate normal distributions
- Optimal Neumann boundary control of a vibrating string with uncertain initial data and probabilistic terminal constraints
- Optimal control of PDEs under uncertainty. An introduction with application to optimal shape design of structures
- Probabilistic constraints via SQP solver: application to a renewable energy management problem
- Properties of chance constraints in infinite dimensions with an application to PDE constrained optimization
- Recent contributions to linear semi-infinite optimization
- Regularization methods for optimization problems with probabilistic constraints
- Robust optimization
- Robust stochastic dominance and its application to risk-averse optimization
- Sample average approximation method for chance constrained programming: Theory and applications
- Semi-infinite programming
- Sequential convex approximations to joint chance constrained programs: A Monte Carlo approach
- Solving joint chance constrained problems using regularization and Benders' decomposition
- The Scenario Approach to Robust Control Design
Cited in
(6)- Probabilistic search algorithms for robust stability analysis and their complexity properties
- Approximate methods for solving chance-constrained linear programs in probability measure space
- On probabilistic constraints induced by rectangular sets and multivariate normal distributions
- Soft robust solutions to possibilistic optimization problems
- Proportion-based robust optimization and team orienteering problem with interval data
- Constrained robustness analysis by randomized algorithms
This page was built for publication: On the algorithmic solution of optimization problems subject to probabilistic/robust (probust) constraints
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2168046)