Generalized Differentiation of Probability Functions: Parameter Dependent Sets Given by Intersections of Convex Sets and Complements of Convex Sets
Author:
Funder
ANID grant
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Control and Optimization
Link
https://link.springer.com/content/pdf/10.1007/s00245-022-09844-5.pdf
Reference64 articles.
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4. Calafiore, G.C., Campi, M.C.: The scenario approach to robust control design. IEEE Trans. Automat. Control 51, 742–753 (2006)
5. Campi, M.C., Garatti, S.: A sampling-and-discarding approach to chance-constrained optimization: feasibility and optimality. J. Optim. Theory Appl. 148(2), 257–280 (2011)
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