A discussion of probability functions and constraints from a variational perspective
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Publication:829489
DOI10.1007/S11228-020-00552-2zbMATH Open1467.90028OpenAlexW3083323082MaRDI QIDQ829489FDOQ829489
Authors: Wim van Ackooij 
Publication date: 6 May 2021
Published in: Set-Valued and Variational Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11228-020-00552-2
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Cited In (15)
- Gradient formulae for probability functions depending on a heterogenous family of constraints
- Chance-constrained programs with convex underlying functions: a bilevel convex optimization perspective
- Generalized differentiation of probability functions: parameter dependent sets given by intersections of convex sets and complements of convex sets
- Enhanced branch-and-bound algorithm for chance constrained programs with Gaussian mixture models
- Pontryagin's principle for some probabilistic control problems
- Probability maximization via Minkowski functionals: convex representations and tractable resolution
- On the algorithmic solution of optimization problems subject to probabilistic/robust (probust) constraints
- Generalized gradients for probabilistic/robust (probust) constraints
- Probability functions generated by set-valued mappings: a study of first order information
- Optimization under constraints in probability
- Numerical solution of an optimal control problem with probabilistic and almost sure state constraints
- Derivative-free approaches for chance-constrained problems with right-hand side uncertainty
- A derivative-free trust-region algorithm with copula-based models for probability maximization problems
- Generalized differentiation of probability functions acting on an infinite system of constraints
- Dynamic probabilistic constraints under continuous random distributions
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