A gradient formula for linear chance constraints under Gaussian distribution (Q2925341)

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scientific article; zbMATH DE number 6359616
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    A gradient formula for linear chance constraints under Gaussian distribution
    scientific article; zbMATH DE number 6359616

      Statements

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      21 October 2014
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      chance constraints
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      probabilistic constraints
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      derivative of singular normal distribution
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      derivative of Gaussian probability for polyhedra
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      A gradient formula for linear chance constraints under Gaussian distribution (English)
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