Pages that link to "Item:Q1896458"
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The following pages link to Derivatives of probability functions and some applications (Q1896458):
Displaying 29 items.
- A hybrid stock trading system using genetic network programming and mean conditional value-at-risk (Q300078) (← links)
- Level bundle methods for constrained convex optimization with various oracles (Q404512) (← links)
- A characterization of the subdifferential of singular Gaussian distribution functions (Q494871) (← links)
- Rectangular chance constrained geometric optimization (Q779767) (← links)
- A discussion of probability functions and constraints from a variational perspective (Q829489) (← links)
- On probabilistic constraints induced by rectangular sets and multivariate normal distributions (Q992049) (← links)
- Properties of chance constraints in infinite dimensions with an application to PDE constrained optimization (Q1711088) (← links)
- (Sub-)differentiability of probability functions with elliptical distributions (Q1711093) (← links)
- Gradient formulae for nonlinear probabilistic constraints with non-convex quadratic forms (Q1985288) (← links)
- A derivative-free trust-region algorithm with copula-based models for probability maximization problems (Q2076911) (← links)
- Generalized differentiation of probability functions: parameter dependent sets given by intersections of convex sets and complements of convex sets (Q2115132) (← links)
- Eventual convexity of probability constraints with elliptical distributions (Q2414898) (← links)
- Extensions of stochastic optimization results to problems with system failure probability functions (Q2471082) (← links)
- Gradients and subgradients of buffered failure probability (Q2670447) (← links)
- Derivatives of probability functions: unions of polyhedra and elliptical distributions (Q2670977) (← links)
- Advances and applications of chance-constrained approaches to systems optimisation under uncertainty (Q2872537) (← links)
- Existence and Optimality Conditions for Risk-Averse PDE-Constrained Optimization (Q3176245) (← links)
- Marginal Decomposition of Risk Measures (Q3632842) (← links)
- Differentiability of probability function (Q4223645) (← links)
- Application of the Smooth Approximation of the Probability Function in Some Applied Stochastic Programming Problems (Q5066540) (← links)
- On the Convexity of Level-sets of Probability Functions (Q5074513) (← links)
- Analytic approximation and differentiability of joint chance constraints (Q5197999) (← links)
- Generalized Differentiation of Probability Functions Acting on an Infinite System of Constraints (Q5233103) (← links)
- (Sub-)Gradient Formulae for Probability Functions of Random Inequality Systems under Gaussian Distribution (Q5269854) (← links)
- An Inner-Outer Approximation Approach to Chance Constrained Optimization (Q5355201) (← links)
- Risk-Averse PDE-Constrained Optimization Using the Conditional Value-At-Risk (Q5743613) (← links)
- Smooth Approximation of the Quantile Function Derivatives (Q5883395) (← links)
- Probability maximization via Minkowski functionals: convex representations and tractable resolution (Q6038654) (← links)
- Probability functions generated by set-valued mappings: a study of first order information (Q6200970) (← links)