Gradient formulae for nonlinear probabilistic constraints with non-convex quadratic forms (Q1985288)
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English | Gradient formulae for nonlinear probabilistic constraints with non-convex quadratic forms |
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Gradient formulae for nonlinear probabilistic constraints with non-convex quadratic forms (English)
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7 April 2020
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stochastic optimization
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probabilistic constraints
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chance constraints
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gradients of probability functions
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