A gradient formula for linear chance constraints under Gaussian distribution (Q2925341)
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scientific article; zbMATH DE number 6359616
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A gradient formula for linear chance constraints under Gaussian distribution |
scientific article; zbMATH DE number 6359616 |
Statements
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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