scientific article; zbMATH DE number 3514806
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Publication:4094228
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(16)- Differentiation formulas for probability functions: The transformation method
- (Sub-)differentiability of probability functions with elliptical distributions
- Derivatives of probability functions and integrals over sets given by inequalities
- Derivatives of probability functions and some applications
- Gradient formulae for nonlinear probabilistic constraints with non-convex quadratic forms
- Generalized differentiation of probability functions: parameter dependent sets given by intersections of convex sets and complements of convex sets
- Eventual convexity of probability constraints with elliptical distributions
- Derivatives of probability functions: unions of polyhedra and elliptical distributions
- Application of the smooth approximation of the probability function in some applied stochastic programming problems
- Generalized differentiation of probability functions acting on an infinite system of constraints
- (Sub-)gradient formulae for probability functions of random inequality systems under Gaussian distribution
- Smooth Approximation of the Quantile Function Derivatives
- Approximating inequality systems within probability functions: studying implications for problems and consistency of first-order information
- Probability functions, differentiability, arbitrary laws and mixtures of ellipticals
- Stability of equilibria in multi-party political systems
- A discussion of probability functions and constraints from a variational perspective
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