Subdifferential characterization of probability functions under Gaussian distribution

  1. Hantoute, A.
  2. Henrion, R.
  3. Pérez-Aros, P.
Journal:
Mathematical Programming

ISSN: 1436-4646 0025-5610

Year of publication: 2019

Volume: 174

Issue: 1-2

Pages: 167-194

Type: Article

DOI: 10.1007/S10107-018-1237-9 GOOGLE SCHOLAR

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