Gradient and Hessian of joint probability function with applications on chance-constrained programs (Q1689060): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1007/s40305-017-0154-6 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2596038959 / rank | |||
Normal rank | |||
Revision as of 21:39, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Gradient and Hessian of joint probability function with applications on chance-constrained programs |
scientific article |
Statements
Gradient and Hessian of joint probability function with applications on chance-constrained programs (English)
0 references
12 January 2018
0 references
chance-constrained program
0 references
gradient estimation
0 references
Monte Carlo simulation
0 references
