Derivatives of probability functions and some applications
type: Item
instance of: scholarly article
title: Derivatives of probability functions and some applications
zbMATH Open document ID: 0824.60015
DOI: 10.1007/BF02031712
published in: Annals of Operations Research
publication date: 1995-08-27T00:00:00Z
Mathematics Subject Classification ID: 60E99
Mathematics Subject Classification ID: 60E15
zbMATH DE Number: 791002
zbMATH Keywords: sensitivity analysis
zbMATH Keywords: optimization
zbMATH Keywords: discrete event dynamic systems
zbMATH Keywords: probabilistic risk analysis
zbMATH Keywords: inequalities
author: Stanislav P. Uryasev
MaRDI profile type: Publication
cites work: stochastic quasigradient methods and their application to system optimization†
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cites work: Sensitivity analysis of discrete event systems by the ''push out'' method
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cites work: A differentiation formula for integrals overseas given by inclusion
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description: scientific article; zbMATH DE number 791002