Pages that link to "Item:Q852151"
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The following pages link to Implementable algorithm for stochastic optimization using sample average approximations (Q852151):
Displaying 19 items.
- A survey on approaches for reliability-based optimization (Q381530) (← links)
- Reliability-based optimization of stochastic systems using line search (Q658686) (← links)
- A discussion of probability functions and constraints from a variational perspective (Q829489) (← links)
- An approximation scheme for uncertain minimax optimal control problems (Q1711089) (← links)
- (Sub-)differentiability of probability functions with elliptical distributions (Q1711093) (← links)
- Gradient formulae for nonlinear probabilistic constraints with non-convex quadratic forms (Q1985288) (← links)
- Generalized differentiation of probability functions: parameter dependent sets given by intersections of convex sets and complements of convex sets (Q2115132) (← links)
- Gradient formulae for probability functions depending on a heterogenous family of constraints (Q2165587) (← links)
- On sample size control in sample average approximations for solving smooth stochastic programs (Q2376122) (← links)
- Extensions of stochastic optimization results to problems with system failure probability functions (Q2471082) (← links)
- Computational methods in optimization considering uncertainties - An overview (Q2638107) (← links)
- An efficient framework for optimal robust stochastic system design using stochastic simulation (Q2638115) (← links)
- Derivatives of probability functions: unions of polyhedra and elliptical distributions (Q2670977) (← links)
- The sample average approximation method for stochastic discrete optimization (Q2784421) (← links)
- Advances and applications of chance-constrained approaches to systems optimisation under uncertainty (Q2872537) (← 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)
- Probability functions generated by set-valued mappings: a study of first order information (Q6200970) (← links)