Gradient formulae for probability functions depending on a heterogenous family of constraints
Probability functions measure the degree of satisfaction of certain constraints that are impacted by decisions and uncertainty. Such functions appear in probability or chance constraints ensuring that the degree of satisfaction is sufficiently high. These constraints have become a very popular model...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Université de Montpellier
2021-08-01
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| Series: | Open Journal of Mathematical Optimization |
| Subjects: | |
| Online Access: | https://ojmo.centre-mersenne.org/articles/10.5802/ojmo.9/ |
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