Derivatives

Pflug GC (1996). Derivatives. In: Optimization of Stochastic Models. pp. 143-209 USA: Springer Verlag. ISBN 978-1-4613-1449-3 DOI:10.1007/978-1-4613-1449-3_3.

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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
Research Programs: Risk, Uncertainty, and Complexity (RUC)
Depositing User: Romeo Molina
Date Deposited: 25 May 2016 14:08
Last Modified: 25 May 2016 14:08
URI: http://pure.iiasa.ac.at/13255

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