Subdifferential characterization of probability functions under Gaussian distribution (Q1739033)
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scientific article
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| English | Subdifferential characterization of probability functions under Gaussian distribution |
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Subdifferential characterization of probability functions under Gaussian distribution (English)
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24 April 2019
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probability functions
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probabilistic constraint
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stochastic optimization
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multivariate Gaussian distribution
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spheric-radial decomposition
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Clarke subdifferential
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Mordukhovich subdifferential
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0.8553768396377563
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0.80684894323349
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0.777056872844696
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0.7754892110824585
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