Lipschitz and differentiability properties of quasi-concave and singular normal distribution functions (Q1958622)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Lipschitz and differentiability properties of quasi-concave and singular normal distribution functions |
scientific article |
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Lipschitz and differentiability properties of quasi-concave and singular normal distribution functions (English)
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4 October 2010
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quasi-concave measures
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singular normal distributions
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Lipschitz continuity
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differentiability
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stochastic optimization
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probabilistic constraints
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