Generalized Differentiation of Probability Functions Acting on an Infinite System of Constraints
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Publication:5233103
DOI10.1137/18M1181262zbMath1421.90102OpenAlexW2971468916WikidataQ127291138 ScholiaQ127291138MaRDI QIDQ5233103
Wim van Ackooij, Pedro Pérez-Aros
Publication date: 16 September 2019
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/18m1181262
stochastic optimizationgeneralized differentiationchance constraintsprobabilistic constraintsprobability functions
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