Gradients and Subgradients of Buffered Failure Probability
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Publication:6377432
DOI10.1016/j.orl.2021.10.004zbMath1525.90307arXiv2109.05391MaRDI QIDQ6377432
Ji-Eun Byun, Johannes O. Royset
Publication date: 11 September 2021
Probability distributions: general theory (60E05) Nonsmooth analysis (49J52) Stochastic programming (90C15)
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