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]
@article{AckooijH17,
title = {(Sub-)Gradient Formulae for Probability Functions of Random Inequality Systems under Gaussian Distribution},
author = {Wim van Ackooij and René Henrion},
year = {2017},
doi = {10.1137/16M1061308},
url = {https://doi.org/10.1137/16M1061308},
researchr = {https://researchr.org/publication/AckooijH17},
cites = {0},
citedby = {0},
journal = {SIAM/ASA J. Uncertain. Quantification},
volume = {5},
number = {1},
pages = {63-87},
}