Subdifferential characterization of probability functions under Gaussian distribution

Abderrahim Hantoute, René Henrion, Pedro Pérez-Aros. Subdifferential characterization of probability functions under Gaussian distribution. Math. Program., 174(1-2):167-194, 2019. [doi]

Authors

Abderrahim Hantoute

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René Henrion

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Pedro Pérez-Aros

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