(Sub-)Gradient Formulae for Probability Functions of Random...

(Sub-)Gradient Formulae for Probability Functions of Random Inequality Systems under Gaussian Distribution

van Ackooij, Wim, Henrion, R.
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Volume:
5
Language:
english
Journal:
SIAM/ASA Journal on Uncertainty Quantification
DOI:
10.1137/16M1061308
Date:
January, 2017
File:
PDF, 298 KB
english, 2017
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