A characterization of the subdifferential of singular Gaussian distribution functions
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- scientific article; zbMATH DE number 3365056 (Why is no real title available?)
- A Sample Approximation Approach for Optimization with Probabilistic Constraints
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- Differentiation of probability functions: The transformation method
- Encyclopedia of Optimization
- Gradient Formulae for Nonlinear Probabilistic Constraints with Gaussian and Gaussian-Like Distributions
- Joint chance constrained programming for hydro reservoir management
- Lectures on Stochastic Programming
- Level bundle methods for constrained convex optimization with various oracles
- Lipschitz and differentiability properties of quasi-concave and singular normal distribution functions
- On optimal regulation of a storage level with application to the water level regulation of a lake
- On the numerical solution of jointly chance constrained problems
- Optimization of a continuous distillation process under random inflow rate.
- Probabilistic constrained optimization. Methodology and applications
- Regularization methods for optimization problems with probabilistic constraints
Cited in
(13)- A discussion of probability functions and constraints from a variational perspective
- Convergence analysis on a smoothing approach to joint chance constrained programs
- (Sub-)differentiability of probability functions with elliptical distributions
- An inner-outer approximation approach to chance constrained optimization
- A comparison of four approaches from stochastic programming for large-scale unit-commitment
- Gradient formulae for nonlinear probabilistic constraints with non-convex quadratic forms
- Second-order differentiability of probability functions
- Subdifferential characterization of probability functions under Gaussian distribution
- Gradient estimates for Gaussian distribution functions: application to probabilistically constrained optimization problems
- Derivatives of probability functions: unions of polyhedra and elliptical distributions
- Derivative-free approaches for chance-constrained problems with right-hand side uncertainty
- Regularized optimization methods for convex MINLP problems
- (Sub-)gradient formulae for probability functions of random inequality systems under Gaussian distribution
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