Differentiability of the constraint functions in probabilistic constrained programs

Differentiability of the constraint functions in probabilistic constrained programs

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Article ID: iaor19891085
Country: Germany
Volume: 20
Start Page Number: 509
End Page Number: 515
Publication Date: Jun 1989
Journal: Optimization
Authors:
Abstract:

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.

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