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

Wim van Ackooij, René Henrion. (Sub-)Gradient Formulae for Probability Functions of Random Inequality Systems under Gaussian Distribution. SIAM/ASA J. Uncertain. Quantification, 5(1):63-87, 2017. [doi]

Authors

Wim van Ackooij

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René Henrion

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