Lipschitz and differentiability properties of quasi-concave and singular normal distribution functions (Q1958622)
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scientific article; zbMATH DE number 5795198
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| English | Lipschitz and differentiability properties of quasi-concave and singular normal distribution functions |
scientific article; zbMATH DE number 5795198 |
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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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0.8728715
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0.87120414
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0.86890703
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0.8660693
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0.8656557
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