Generalized differentiation of probability functions acting on an infinite system of constraints
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Cited in
(14)- Demand response versus storage flexibility in energy: multi-objective programming considerations
- Chance constrained optimization of elliptic PDE systems with a smoothing convex approximation
- A discussion of probability functions and constraints from a variational perspective
- Generalized gradients for probabilistic/robust (probust) constraints
- Generalized differentiation of probability functions: parameter dependent sets given by intersections of convex sets and complements of convex sets
- Taylor approximation for chance constrained optimization problems governed by partial differential equations with high-dimensional random parameters
- Control in probability for SDE models of growth population
- A differentiation formula for integrals overseas given by inclusion
- Probability functions generated by set-valued mappings: a study of first order information
- Approximate methods for solving chance-constrained linear programs in probability measure space
- Generalized Leibniz rules and Lipschitzian stability for expected-integral mappings
- Numerical solution of an optimal control problem with probabilistic and almost sure state constraints
- Derivatives of probability functions: unions of polyhedra and elliptical distributions
- Gradient formulae for probability functions depending on a heterogenous family of constraints
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