Gradient Formulae for Nonlinear Probabilistic Constraints with Gaussian and Gaussian-Like Distributions (Q5245369)
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scientific article; zbMATH DE number 6423416
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Gradient Formulae for Nonlinear Probabilistic Constraints with Gaussian and Gaussian-Like Distributions |
scientific article; zbMATH DE number 6423416 |
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Gradient Formulae for Nonlinear Probabilistic Constraints with Gaussian and Gaussian-Like Distributions (English)
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8 April 2015
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stochastic optimization
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probabilistic constraints
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Gaussian distributions
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chance constraints
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gradients of probability functions
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