Pages that link to "Item:Q2925341"
From MaRDI portal
The following pages link to A Gradient Formula for Linear Chance Constraints Under Gaussian Distribution (Q2925341):
Displaying 26 items.
- Nonlinear chance constrained problems: optimality conditions, regularization and solvers (Q306384) (← links)
- A branch-and-cut decomposition algorithm for solving chance-constrained mathematical programs with finite support (Q403644) (← links)
- A characterization of the subdifferential of singular Gaussian distribution functions (Q494871) (← links)
- Nonanticipative duality, relaxations, and formulations for chance-constrained stochastic programs (Q517291) (← links)
- Solving joint chance constrained problems using regularization and Benders' decomposition (Q827143) (← links)
- A discussion of probability functions and constraints from a variational perspective (Q829489) (← links)
- A polyhedral study on chance constrained program with random right-hand side (Q1683680) (← 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)
- Large-scale unit commitment under uncertainty: an updated literature survey (Q1730531) (← links)
- A derivative-free trust-region algorithm with copula-based models for probability maximization problems (Q2076911) (← links)
- Exact penalization in stochastic programming -- calmness and constraint qualification (Q2260525) (← links)
- Large-scale unit commitment under uncertainty (Q2351161) (← links)
- Probabilistic constraints via SQP solver: application to a renewable energy management problem (Q2355720) (← links)
- Joint chance constrained programming for hydro reservoir management (Q2357212) (← links)
- Second-order differentiability of probability functions (Q2361140) (← links)
- A comparison of four approaches from stochastic programming for large-scale unit-commitment (Q2397759) (← links)
- Eventual convexity of probability constraints with elliptical distributions (Q2414898) (← links)
- Derivatives of probability functions: unions of polyhedra and elliptical distributions (Q2670977) (← links)
- Solving Chance-Constrained Optimization Problems with Stochastic Quadratic Inequalities (Q2830767) (← 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)
- A relaxation-based probabilistic approach for PDE-constrained optimization under uncertainty with pointwise state constraints (Q6097761) (← links)