Gradient Formulae for Nonlinear Probabilistic Constraints with Gaussian and Gaussian-Like Distributions
van Ackooij, Wim, Henrion, RenéVolume:
24
Language:
english
Journal:
SIAM Journal on Optimization
DOI:
10.1137/130922689
Date:
January, 2014
File:
PDF, 348 KB
english, 2014