Gradient and Hessian of joint probability function with applications on chance-constrained programs (Q1689060)
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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)
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12 January 2018
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chance-constrained program
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gradient estimation
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Monte Carlo simulation
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