首页   按字顺浏览 期刊浏览 卷期浏览 A differentiation formula for integrals overseas given by inclusion
A differentiation formula for integrals overseas given by inclusion

 

作者: Stanislav Uryas'ev,  

 

期刊: Numerical Functional Analysis and Optimization  （Taylor Available online 1989）
卷期: Volume 10, issue 7-8  

页码: 827-841

 

ISSN:0163-0563

 

年代: 1989

 

DOI:10.1080/01630568908816332

 

出版商: Marcel Dekker, Inc.

 

数据来源: Taylor

 

摘要:

Formulae for differentiation with respect to the parameter of an integral over the set given by an inclusion are proposed. The case with bounded and unbounded set is discussed. Such formulae can be used for differentiation of probability functions. An algorithm for solving chance constrainted optimization problems is considered.

 

点击下载:  PDF (383KB)



返 回