Gradient Formulae for Nonlinear Probabilistic Constraints with Gaussian and Gaussian-Like Distributions

标题
Gradient Formulae for Nonlinear Probabilistic Constraints with Gaussian and Gaussian-Like Distributions
作者
关键词
-
出版物
SIAM JOURNAL ON OPTIMIZATION
Volume 24, Issue 4, Pages 1864-1889
出版商
Society for Industrial & Applied Mathematics (SIAM)
发表日期
2014-10-30
DOI
10.1137/130922689

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