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Derivatives of Probability and Integral Functions: General Theory and Examples

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Encyclopedia of Optimization

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Keywords

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Integral Over the Surface Formula

Integral Over the Volume Formula

General Formula

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References

  1. Ermoliev Y, Wets RJ-B (eds) (1988) Numerical techniques for stochastic optimization. Ser Comput Math. Springer, Berlin

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Authors and Affiliations

  1. Department Industrial and Systems Engineering, University Florida, Gainesville, USA

    S. Uryasev

Authors
  1. S. Uryasev
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Editors and Affiliations

  1. Department of Chemical Engineering, Princeton University, Princeton, NJ, 08544-5263, USA

    Christodoulos A. Floudas

  2. Center for Applied Optimization, Department of Industrial and Systems Engineering, University of Florida, Gainesville, FL, 32611-6595, USA

    Panos M. Pardalos

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© 2008 Springer-Verlag

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Uryasev, S. (2008). Derivatives of Probability and Integral Functions: General Theory and Examples . In: Floudas, C., Pardalos, P. (eds) Encyclopedia of Optimization. Springer, Boston, MA. https://doi.org/10.1007/978-0-387-74759-0_119

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