Abderrahim Hantoute, René Henrion, Pedro Pérez-Aros. Subdifferential characterization of probability functions under Gaussian distribution. Math. Program., 174(1-2):167-194, 2019. [doi]
@article{HantouteHP19,
title = {Subdifferential characterization of probability functions under Gaussian distribution},
author = {Abderrahim Hantoute and René Henrion and Pedro Pérez-Aros},
year = {2019},
doi = {10.1007/s10107-018-1237-9},
url = {https://doi.org/10.1007/s10107-018-1237-9},
researchr = {https://researchr.org/publication/HantouteHP19},
cites = {0},
citedby = {0},
journal = {Math. Program.},
volume = {174},
number = {1-2},
pages = {167-194},
}