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Differentiation of probability functions: The transformation method
8 references·11 citing·41 second hop
Differentiation of probability functions: The transformation method (1995)Differentiation of probability functions:…Structural Reliability Analysis and Prediction (2017)Structural Reliability Analys…Stochastic Linear Programming (2010)Stochastic Linear ProgrammingNumerical Techniques for Stochastic Optimization (1988)Numerical Techniques for Stoc…New light on first- and second-order reliability methods (1987)New light on first- and secon…A critical appraisal of methods to determine failure probabilities (1987)A critical appraisal of metho…Structural Reliability Theory and Its Applications (1982)Structural Reliability Theory…First-order second-moment approximation in reliability of structural systems: Critical review and alternative approach (1982)First-order second-moment app…Stochastic Linear Programming (1976)Stochastic Linear ProgrammingSensitivity estimation of first excursion probabilities of linear structures subject to stochastic Gaussian loading (2021)Sensitivity estimation of fir…Probability sensitivity estimation of linear stochastic finite element models applying Line Sampling (2019)Probability sensitivity estim…Eventual convexity of probability constraints with elliptical distributions (2018)Eventual convexity of probabi…Properties of Chance Constraints in Infinite Dimensions with an Application to PDE Constrained Optimization (2017)Properties of Chance Constrai…Gradient Formulae for Nonlinear Probabilistic Constraints with Gaussian and Gaussian-Like Distributions (2014)Gradient Formulae for Nonline…On the use of a class of interior point algorithms in stochastic structural optimization (2013)On the use of a class of inte…A Gradient Formula for Linear Chance Constraints Under Gaussian Distribution (2012)A Gradient Formula for Linear…Reliability sensitivity estimation of linear systems under stochastic excitation (2011)Reliability sensitivity estim…Dynamic Stochastic Optimization (2004)Dynamic Stochastic Optimizati…Stochastic optimization methods in optimal engineering design under stochastic uncertainty (2003)Stochastic optimization metho…Approximation and derivatives of probabilities of survival in structural analysis and design (1997)Approximation and derivatives…Exact and Invariant Second-Moment Code Format (1974)Narrow Reliability Bounds for Structural Systems (1979)Non-Normal Dependent Vectors in Structural Safety (1981)Probability Approximations by Log Likelihood Maximization (1991)Reliability assessment for sheet metal forming operations (2002)Reliability analysis of randomly vibrating structures with parameter uncertainties (2006)Chance-Constrained Programming (1959)Structural Reliability Methods (1996)Robust solutions of Linear Programming problems contaminated with uncertain data (2000)Solving Chance-Constrained Optimization Problems with Stochastic Quadratic Inequalities (2016)An Inner-Outer Approximation Approach to Chance Constrained Optimization (2017)Solving Chance-Constrained Problems via a Smooth Sample-Based Nonlinear Approximation (2020)Simulation and the Monte Carlo Method (1981)A survey on approaches for reliability-based optimization (2010)A new learning function for Kriging and its applications to solve reliability problems in engineering (2015)MCMC algorithms for Subset Simulation (2015)Simulation and the Monte Carlo Method (2016)Structural reliability under combined random load sequences (1978)Probability Integration by Directional Simulation (1988)A benchmark study on importance sampling techniques in structural reliability (1993)Uncertainty Analysis of Transport-Transformation Models (1999)Risk Theory: The Stochastic Basis of Insurance. (1978)Stochastic Programming (1995)Optimization of conditional value-at-risk (2000)The effect of depreciation allowances on the timing of investment and government tax revenue (2006)Systemic Risk and Security Management (2011)Bounds in Multistage Linear Stochastic Programming (2013)Uncertainties in risk analysis: Six levels of treatment (1996)Reliability analysis—a review and some perspectives (2001)Sequential Optimization and Reliability Assessment Method for Efficient Probabilistic Design (2004)Decomposition and Partitioning Methods for Multistage Stochastic Linear Programs (1985)Markowitz Revisited: Mean-Variance Models in Financial Portfolio Analysis (2001)Stochastic Programming Models (2003)The empirical behavior of sampling methods for stochastic programming (2006)A unified framework for stochastic optimization (2018)Designing approximation schemes for stochastic optimization problems, in particular for stochastic programs with recourse (1986)An Introductory Tutorial on Stochastic Linear Programming Models (1999)Stochastic programming approach to optimization under uncertainty (2007)A new response surface methodology for reliability-based design optimization (2003)Hybrid Analysis Method for Reliability-Based Design Optimization (2003)Reliability-based design optimization for crashworthiness of vehicle side impact (2004)
this work references cited by second hop

References

  • 2017Structural Reliability Analysis and Prediction3,780 cited
  • 1982Structural Reliability Theory and Its Applications908 cited
  • 2010Stochastic Linear Programming667 cited
  • 1988Numerical Techniques for Stochastic Optimization632 cited
  • 1987A critical appraisal of methods to determine failure probabilities436 cited
  • 1987New light on first- and second-order reliability methods377 cited
  • 1976Stochastic Linear Programming337 cited
  • 1982First-order second-moment approximation in reliability of structural systems: Critical review and alternative approach100 cited

Cited by

  • 2014Gradient Formulae for Nonlinear Probabilistic Constraints with Gaussian and Gaussian-Like Distributions92 cited
  • 2004Dynamic Stochastic Optimization60 cited
  • 2012A Gradient Formula for Linear Chance Constraints Under Gaussian Distribution51 cited
  • 2017Properties of Chance Constraints in Infinite Dimensions with an Application to PDE Constrained Optimization43 cited
  • 2018Eventual convexity of probability constraints with elliptical distributions36 cited
  • 2003Stochastic optimization methods in optimal engineering design under stochastic uncertainty27 cited
  • 2013

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On the use of a class of interior point algorithms in stochastic structural optimization
22 cited
  • 2011Reliability sensitivity estimation of linear systems under stochastic excitation21 cited
  • 1997Approximation and derivatives of probabilities of survival in structural analysis and design16 cited
  • 2019Probability sensitivity estimation of linear stochastic finite element models applying Line Sampling14 cited
  • 2021Sensitivity estimation of first excursion probabilities of linear structures subject to stochastic Gaussian loading13 cited