"Gradient Formulae for Nonlinear Probabilistic Constraints with Gaussian ..."

Wim van Ackooij, René Henrion (2014)

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DOI: 10.1137/130922689

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type: Journal Article

metadata version: 2024-08-04

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Wim van Ackooij, René Henrion:
Gradient Formulae for Nonlinear Probabilistic Constraints with Gaussian and Gaussian-Like Distributions. SIAM J. Optim. 24(4): 1864-1889 (2014)

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