Gradient and Hessian of joint probability function with applications on chance-constrained programs
type: Item
instance of: scholarly article
title: Gradient and Hessian of joint probability function with applications on chance-constrained programs
zbMATH Open document ID: 1386.90092
author: L. Jeff Hong
author: Guangxin Jiang
published in: Journal of the Operations Research Society of China
publication date: 2018-01-12T00:00:00Z
Mathematics Subject Classification ID: 90C15
Mathematics Subject Classification ID: 90C31
Mathematics Subject Classification ID: 90C59
zbMATH DE Number: 6825103
zbMATH Keywords: chance-constrained program
zbMATH Keywords: gradient estimation
zbMATH Keywords: Monte Carlo simulation
MaRDI profile type: Publication
full work available at URL: s40305-017-0154-6
OpenAlex ID: W2596038959
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DOI: 10.1007/S40305-017-0154-6
description: scientific article; zbMATH DE number 6825103