| Article ID: | iaor19891085 |
| Country: | Germany |
| Volume: | 20 |
| Start Page Number: | 509 |
| End Page Number: | 515 |
| Publication Date: | Jun 1989 |
| Journal: | Optimization |
| Authors: | Wang J. |
This paper is devoted to study of differentiability of the constraint functions in probabilistic constrained programs. Explicit formulae for the gradient or the directional derivatives are given.