1 citations · 1 across the 1 of their papers we have counts for
6 papers
Optimality conditions in control problems with random state constraints in probabilistic or almost-sure form
Caroline Geiersbach, René Henrion
In this paper, we discuss optimality conditions for optimization problems involving random state constraints, which are modeled in probabilistic or almost sure form. While the latt…
Controlled polyhedral sweeping processes: existence, stability, and optimality conditions
René Henrion, Abderrahim Jourani, Boris S. Mordukhovich
This paper is mainly devoted to the study of controlled sweeping processes with polyhedral moving sets in Hilbert spaces. Based on a detailed analysis of truncated Hausdorff distan…
An enumerative formula for the spherical cap discrepancy
Holger Heitsch, René Henrion
The spherical cap discrepancy is a widely used measure for how uniformly a sample of points on the sphere is distributed. Being hard to compute, this discrepancy measure is typical…
Subdifferential characterization of probability functions under Gaussian distribution
Abderrahim Hantoute, René Henrion, Pedro Pérez-Aros
Probability functions figure prominently in optimization problems of engineering. They may be nonsmooth even if all input data are smooth.This fact motivates the consideration of s…
Joint dynamic probabilistic constraints with projected linear decision rules
Vincent Guigues, Rene Henrion
We consider multistage stochastic linear optimization problems combining joint dynamic probabilistic constraints with hard constraints. We develop a method for projecting decision…
Optimal control of the sweeping process over polyhedral controlled sets
Giovanni Colombo, René Henrion, Nguyen Dinh Hoang +1
The paper addresses a new class of optimal control problems governed by the dissipative and discontinuous differential inclusion of the sweeping/Moreau process while using controls…