Generalized Differentiation of Probability Functions Acting on an Infinite System of Constraints (Q5233103)
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scientific article; zbMATH DE number 7105233
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalized Differentiation of Probability Functions Acting on an Infinite System of Constraints |
scientific article; zbMATH DE number 7105233 |
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Generalized Differentiation of Probability Functions Acting on an Infinite System of Constraints (English)
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16 September 2019
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stochastic optimization
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probability functions
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probabilistic constraints
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generalized differentiation
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chance constraints
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