(Sub-)differentiability of probability functions with elliptical distributions (Q1711093)
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scientific article; zbMATH DE number 7002703
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | (Sub-)differentiability of probability functions with elliptical distributions |
scientific article; zbMATH DE number 7002703 |
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(Sub-)differentiability of probability functions with elliptical distributions (English)
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16 January 2019
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stochastic optimisation
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probabilistic constraints
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chance constraints
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gradients of probability functions
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