Gradient formulae for nonlinear probabilistic constraints with non-convex quadratic forms (Q1985288)

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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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