Differentiability of probability function
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Cites work
- scientific article; zbMATH DE number 439951 (Why is no real title available?)
- scientific article; zbMATH DE number 3978011 (Why is no real title available?)
- scientific article; zbMATH DE number 50675 (Why is no real title available?)
- scientific article; zbMATH DE number 3639200 (Why is no real title available?)
- A differentiation formula for integrals overseas given by inclusion
- Derivatives of probability functions and integrals over sets given by inequalities
- Derivatives of probability functions and some applications
- Deterministic Solutions for a Class of Chance-Constrained Programming Problems
- On the interchange of subdifferentiation and conditional expectation for convex functionals
- Sampling derivatives of probabilities
- Sensitivity analysis of discrete event systems by the push out method
Cited in
(29)- A differentiation formula for integrals overseas given by inclusion
- Differentiation of probability functions: The transformation method
- A discussion of probability functions and constraints from a variational perspective
- Gradient formulae for probability functions depending on a heterogenous family of constraints
- Differentiability of probability functions involving star-shaped valued set-valued maps
- Generalized differentiation of probability functions: parameter dependent sets given by intersections of convex sets and complements of convex sets
- (Sub-)differentiability of probability functions with elliptical distributions
- On probabilistic capacity maximization in a stationary gas network
- Research on partial derivatives of random variables in probability measure space
- Gradient formulae for nonlinear probabilistic constraints with non-convex quadratic forms
- Eventual convexity of probability constraints with elliptical distributions
- On the convexity of level-sets of probability functions
- Second-order differentiability of probability functions
- Differentiability conditions for stochastic hybrid systems with application to the optimal design of microgrids
- Approximating inequality systems within probability functions: studying implications for problems and consistency of first-order information
- Subdifferential characterization of probability functions under Gaussian distribution
- On some features of differentiable probabilities; a new viewpoint in physics
- Elements of a function analytic approach to probability
- Probability functions, differentiability, arbitrary laws and mixtures of ellipticals
- Generalized gradients for probabilistic/robust (probust) constraints
- Derivatives of probability functions and some applications
- An empirical quantile estimation approach for chance-constrained nonlinear optimization problems
- Asymptotic formulas for the derivatives of probability functions and their Monte Carlo estimations
- Derivatives of probability functions: unions of polyhedra and elliptical distributions
- Differentiability of the integral over a set defined by inclusion
- Generalized differentiation of probability functions acting on an infinite system of constraints
- scientific article; zbMATH DE number 4155643 (Why is no real title available?)
- (Sub-)gradient formulae for probability functions of random inequality systems under Gaussian distribution
- A gradient formula for linear chance constraints under Gaussian distribution
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