(Sub-)Gradient Formulae for Probability Functions of Random Inequality Systems under Gaussian Distribution (Q5269854)
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scientific article; zbMATH DE number 6736495
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | (Sub-)Gradient Formulae for Probability Functions of Random Inequality Systems under Gaussian Distribution |
scientific article; zbMATH DE number 6736495 |
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(Sub-)Gradient Formulae for Probability Functions of Random Inequality Systems under Gaussian Distribution (English)
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28 June 2017
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stochastic optimization
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gradients of probability functions
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spheric-radial decomposition
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multi-variate Gaussian distribution
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Clarke subdifferential
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Mordukhovich subdifferential
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probabilistic constraint
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