Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550
(1996).
Derivatives.
In:
Optimization of Stochastic Models.
pp. 143-209 USA: Springer Verlag.
ISBN 978-1-4613-1449-3 10.1007/978-1-4613-1449-3_3.
Abstract
In this chapter we approach the main problem of finding the minimizer of
F(x)=∫H(x,ω)dμx(ω)
by discussing various notions of differentiability of parameter integrals.
Item Type: | Book Section |
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Research Programs: | Risk, Uncertainty, and Complexity (RUC) |
Depositing User: | Romeo Molina |
Date Deposited: | 25 May 2016 14:08 |
Last Modified: | 27 Aug 2021 17:27 |
URI: | https://iiasa-9.eprints-hosting.org/13255 |
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