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• W2261073569 abstract "In this paper, we study second-order differentiability properties of probability functions. We present conditions under which probability functions involving nonlinear systems and Gaussian (or Student) multi-variate random vectors are twice continuously differentiable. We provide an expression for their Hessian that can be useful in numerical methods for solving probabilistic constrained optimization problems." @default.
• W2261073569 created "2016-06-24" @default.
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• W2261073569 date "2016-02-11" @default.
• W2261073569 modified "2023-10-14" @default.
• W2261073569 title "Second-order differentiability of probability functions" @default.
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• W2261073569 doi "https://doi.org/10.1007/s11590-016-1015-7" @default.
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