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.