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A gradient formula for linear chance constraints under Gaussian distribution - MaRDI portal

A gradient formula for linear chance constraints under Gaussian distribution (Q2925341)

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scientific article; zbMATH DE number 6359616
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English
A gradient formula for linear chance constraints under Gaussian distribution
scientific article; zbMATH DE number 6359616

    Statements

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    21 October 2014
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    chance constraints
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    probabilistic constraints
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    derivative of singular normal distribution
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    derivative of Gaussian probability for polyhedra
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    A gradient formula for linear chance constraints under Gaussian distribution (English)
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    Identifiers