Asymptotic formulas for the derivatives of probability functions and their Monte Carlo estimations
type: Item
instance of: scholarly article
title: Asymptotic formulas for the derivatives of probability functions and their Monte Carlo estimations
zbMATH Open document ID: 1176.90439
author: Josselin Garnier
author: A. Omrane
author: Youssef Rouchdy
published in: European Journal of Operational Research
publication date: 2009-12-07T00:00:00Z
Mathematics Subject Classification ID: 90C15
zbMATH DE Number: 5642827
zbMATH Keywords: applied probability
zbMATH Keywords: Monte Carlo methods
zbMATH Keywords: stochastic programming
zbMATH Keywords: optimization with constraints
zbMATH Keywords: random constraints
describes a project that uses: AS 195
describes a project that uses: QSIMVN
MaRDI profile type: Publication
full work available at URL: j.ejor.2008.09.026
OpenAlex ID: W2105378603
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DOI: 10.1016/J.EJOR.2008.09.026
description: scientific article; zbMATH DE number 5642827