(Sub-)differentiability of probability functions with elliptical distributions (Q1711093)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: (Sub-)differentiability of probability functions with elliptical distributions |
scientific article; zbMATH DE number 7002703
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | (Sub-)differentiability of probability functions with elliptical distributions |
scientific article; zbMATH DE number 7002703 |
Statements
(Sub-)differentiability of probability functions with elliptical distributions (English)
0 references
16 January 2019
0 references
stochastic optimisation
0 references
probabilistic constraints
0 references
chance constraints
0 references
gradients of probability functions
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8097863793373108
0 references
0.809180736541748
0 references
0.78467857837677
0 references
0.777056872844696
0 references
