"A Gradient Formula for Linear Chance Constraints Under Gaussian Distribution."

René Henrion, Andris Möller (2012)

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DOI: 10.1287/MOOR.1120.0544

access: closed

type: Journal Article

metadata version: 2017-05-28

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René Henrion, Andris Möller:
A Gradient Formula for Linear Chance Constraints Under Gaussian Distribution. Math. Oper. Res. 37(3): 475-488 (2012)

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