Generalized gradients for probabilistic/robust (probust) constraints (Q5131814)
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scientific article; zbMATH DE number 7271704
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalized gradients for probabilistic/robust (probust) constraints |
scientific article; zbMATH DE number 7271704 |
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Generalized gradients for probabilistic/robust (probust) constraints (English)
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9 November 2020
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stochastic optimization
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probabilistic constraints
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chance constraints
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gradients of probability functions
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probust constraints
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