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Gradient-based simulation optimization under probability constraints
Andrieu, Laetitia, Cohen, Guy, Vázquez-Abad, Felisa J.
Published in European journal of operational research (16.07.2011)
Published in European journal of operational research (16.07.2011)
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Journal Article
Distributed Learning for Stochastic Generalized Nash Equilibrium Problems
Chung-Kai Yu, van der Schaar, Mihaela, Sayed, Ali H.
Published in IEEE transactions on signal processing (01.08.2017)
Published in IEEE transactions on signal processing (01.08.2017)
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Journal Article
Probabilistic Constraint for Safety-Critical Reinforcement Learning
Chen, Weiqin, Subramanian, Dharmashankar, Paternain, Santiago
Published in IEEE transactions on automatic control (01.10.2024)
Published in IEEE transactions on automatic control (01.10.2024)
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Journal Article
Distributed Optimization With Global Constraints Using Noisy Measurements
Mai, Van Sy, La, Richard J., Zhang, Tao, Battou, Abdella
Published in IEEE transactions on automatic control (01.02.2024)
Published in IEEE transactions on automatic control (01.02.2024)
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Journal Article
Probability Maximization by Inner Approximation
Published in Acta polytechnica Hungarica
(01.01.2018)
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Journal Article
A tractable approximation of non-convex chance constrained optimization with non-Gaussian uncertainties
Geletu, Abebe, Klöppel, Michael, Hoffmann, Armin, Li, Pu
Published in Engineering optimization (03.04.2015)
Published in Engineering optimization (03.04.2015)
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Journal Article
A stochastic gradient type algorithm for closed-loop problems
Barty, Kengy, Roy, Jean-Sébastien, Strugarek, Cyrille
Published in Mathematical programming (01.06.2009)
Published in Mathematical programming (01.06.2009)
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Journal Article