Analytic approximation and differentiability of joint chance constraints
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Publication:5197999
DOI10.1080/02331934.2019.1643344zbMath1428.90104OpenAlexW2966850587MaRDI QIDQ5197999
Armin Hoffmann, Abebe Geletu, Pu Li
Publication date: 2 October 2019
Published in: Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331934.2019.1643344
Smooth approximations in differential topology (57R12) Nonlinear programming (90C30) Sensitivity, stability, parametric optimization (90C31) Stochastic programming (90C15) Integrals of Riemann, Stieltjes and Lebesgue type (26A42) Differentiability questions for infinite-dimensional manifolds (58B10)
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