A gradient formula for linear chance constraints under Gaussian distribution
Year of publication: |
2012
|
---|---|
Authors: | Henrion, René ; Möller, Andris |
Published in: |
Mathematics of operations research. - Catonsville, MD : INFORMS, ISSN 0364-765X, ZDB-ID 195683-8. - Vol. 37.2012, 3, p. 475-488
|
Subject: | Theorie | Theory | Stochastischer Prozess | Stochastic process | Statistische Verteilung | Statistical distribution | Mathematische Optimierung | Mathematical programming |
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