(Sub-)differentiability of probability functions with elliptical distributions (Q1711093): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claims |
||
| Property / author | |||
| Property / author: Wim van Ackooij / rank | |||
| Property / author | |||
| Property / author: Q1711092 / rank | |||
Revision as of 07:02, 12 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | (Sub-)differentiability of probability functions with elliptical distributions |
scientific article |
Statements
(Sub-)differentiability of probability functions with elliptical distributions (English)
0 references
16 January 2019
0 references
stochastic optimisation
0 references
probabilistic constraints
0 references
chance constraints
0 references
gradients of probability functions
0 references
