(Sub-)differentiability of probability functions with elliptical distributions
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Publication:1711093
DOI10.1007/s11228-017-0454-3zbMath1416.90028OpenAlexW2763608097MaRDI QIDQ1711093
I. Aleksovska, Wim van Ackooij, Miguel Munoz Zuniga
Publication date: 16 January 2019
Published in: Set-Valued and Variational Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11228-017-0454-3
stochastic optimisationchance constraintsprobabilistic constraintsgradients of probability functions
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