Subdifferential characterization of probability functions under Gaussian distribution (Q1739033)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Subdifferential characterization of probability functions under Gaussian distribution |
scientific article |
Statements
Subdifferential characterization of probability functions under Gaussian distribution (English)
0 references
24 April 2019
0 references
probability functions
0 references
probabilistic constraint
0 references
stochastic optimization
0 references
multivariate Gaussian distribution
0 references
spheric-radial decomposition
0 references
Clarke subdifferential
0 references
Mordukhovich subdifferential
0 references
