Gradients and subgradients of buffered failure probability
Year of publication: |
2021
|
---|---|
Authors: | Royset, Johannes O. ; Byun, Ji-Eun |
Published in: |
Operations research letters. - Amsterdam [u.a.] : Elsevier, ISSN 0167-6377, ZDB-ID 720735-9. - Vol. 49.2021, 6, p. 868-873
|
Subject: | Buffered failure probability | Buffered probability of exceedance | Optimality condition | Sensitivity | Wahrscheinlichkeitsrechnung | Probability theory | Theorie | Theory |
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