Lipschitz and differentiability properties of quasi-concave and singular normal distribution functions (Q1958622): Difference between revisions

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+Metric regularity and quantitative stability in stochastic programs with probabilistic constraints.
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+Abstract tubes, improved inclusion-exclusion identities and inequalities and importance sampling
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+Stability of Solutions for Stochastic Programs with Complete Recourse
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+Improved bounds and simulation procedures on the value of the multivariate normal probability distribution function
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