Generalized gradients for probabilistic/robust (probust) constraints-Reference-Cited by-同舟云学术

Generalized gradients for probabilistic/robust (probust) constraints

Published:2019-02-14 Issue:7-8 Volume:69 Page:1451-1479
ISSN:0233-1934
Container-title:Optimization
language:en
Short-container-title:Optimization

Author:

van Ackooij Wim¹^ORCID,Henrion René²,Pérez-Aros Pedro³

Affiliation:

1. R&D. Department OSIRIS, Électricité de France, Palaiseau, France

2. Weierstrass Institute, Berlin, Germany

3. Instituto de Ciencias de la Ingeniera, Universidad de O'Higgins, Rancagua, Chile

Funder

Fondation Mathématique Jacques Hadamard

Publisher

Informa UK Limited

Subject

Applied Mathematics,Management Science and Operations Research,Control and Optimization

Link

https://www.tandfonline.com/doi/pdf/10.1080/02331934.2019.1576670

Reference24 articles.

1. Maximum principle in the problem of time optimal response with nonsmooth constraints

2. Mordukhovich BS. Variational analysis and generalized differentiation I. Basic theory. II. Applications. Heidelberg: Springer; 2006. (Grundlehren der mathematischen Wissenschaften; vol. 330).

3. Mordukhovich BS. Variational analysis and applications. Cham: Springer; 2018. (Springer monographs in mathematics).

4. Metric regularity and quantitative stability in stochastic programs with probabilistic constraints

5. Hantoute A, Henrion R, Pérez-Aros P. Subdifferential characterization of continuous probability functions under Gaussian distribution. Math Program. To appear (appeared online).

Cited by 14 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Optimality Conditions in Control Problems with Random State Constraints in Probabilistic or Almost Sure Form;Mathematics of Operations Research;2024-07-15

2. Pontryagin’s Principle for Some Probabilistic Control Problems;Applied Mathematics & Optimization;2024-06-05

3. Probability Functions Generated by Set-Valued Mappings: A Study of First Order Information;Set-Valued and Variational Analysis;2024-02-29

4. Approximate Methods for Solving Chance-Constrained Linear Programs in Probability Measure Space;Journal of Optimization Theory and Applications;2023-12-11

5. Inner Moreau Envelope of Nonsmooth Conic Chance-Constrained Optimization Problems;Mathematics of Operations Research;2023-09-08