scientific article; zbMATH DE number 3599817
From MaRDI portal
Publication:4166562
zbMath0385.90073MaRDI QIDQ4166562
Tamás Szántai, Prékopa, András
Publication date: 1978
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Applications of mathematical programming (90C90) Stochastic programming (90C15) Operations research and management science (90B99)
Related Items (18)
A discussion of probability functions and constraints from a variational perspective ⋮ Applications of stochastic programming under incomplete information ⋮ Differentiation of probability functions: The transformation method ⋮ Probabilistic optimization via approximate \(p\)-efficient points and bundle methods ⋮ Differentiation formulas for probability functions: The transformation method ⋮ On the algorithmic solution of optimization problems subject to probabilistic/robust (probust) constraints ⋮ Evaluation of a special multivariate gamma distribution function ⋮ Multivariate value at risk and related topics ⋮ Probability maximization via Minkowski functionals: convex representations and tractable resolution ⋮ Level bundle methods for constrained convex optimization with various oracles ⋮ On the relation between the extended supporting hyperplane algorithm and Kelley's cutting plane algorithm ⋮ Decomposition approaches for block-structured chance-constrained programs with application to hydro-thermal unit commitment ⋮ A characterization of the subdifferential of singular Gaussian distribution functions ⋮ A model for dynamic chance constraints in hydro power reservoir management ⋮ Statistical learning for probability-constrained stochastic optimal control ⋮ Estimated stochastic programs with chance constraints ⋮ Probabilistic constraints via SQP solver: application to a renewable energy management problem ⋮ Joint chance constrained programming for hydro reservoir management
This page was built for publication: