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Generalized Differentiation of Probability Functions Acting on an Infinite System of Constraints - MaRDI portal

Generalized Differentiation of Probability Functions Acting on an Infinite System of Constraints (Q5233103)

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scientific article; zbMATH DE number 7105233
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Generalized Differentiation of Probability Functions Acting on an Infinite System of Constraints
scientific article; zbMATH DE number 7105233

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    Generalized Differentiation of Probability Functions Acting on an Infinite System of Constraints (English)
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    16 September 2019
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    stochastic optimization
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    probability functions
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    probabilistic constraints
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    generalized differentiation
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    chance constraints
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