Lipschitz and differentiability properties of quasi-concave and singular normal distribution functions (Q1958622)

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Lipschitz and differentiability properties of quasi-concave and singular normal distribution functions
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    Lipschitz and differentiability properties of quasi-concave and singular normal distribution functions (English)
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    4 October 2010
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    quasi-concave measures
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    singular normal distributions
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    Lipschitz continuity
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    differentiability
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    stochastic optimization
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    probabilistic constraints
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