Gradient formulae for probability functions depending on a heterogenous family of constraints

Author:

van Ackooij Wim,Pérez-Aros Pedro

Publisher

Cellule MathDoc/CEDRAM

Subject

General Medicine

Reference38 articles.

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2. [2] Bogachev, Vladimir I. Measure theory. Vol. I and II, Springer, 2007, xviii+500 pp. and xiv+575 pages

3. Probabilistic constraints via SQP solver: Application to a renewable energy management problem;['Bremer, Ingo', 'Henrion, René', 'Möller, Andris'];Comput. Manag. Sci.,2015

4. A non-linear regression model for mid-term load forecasting and improvements in seasonality;['Bruhns, Alexander', 'Deurveilher, Gilles', 'Roy, Jean-Sébastien.'],2005

5. [5] Clarke, Frank H. Optimisation and Nonsmooth Analysis, Classics in Applied Mathematics, Society for Industrial and Applied Mathematics, 1987, 320 pages

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