| 来源类型 | Article |
| 规范类型 | 其他 |
| DOI | 10.1007/BF02031712 |
| Derivatives of probability functions and some applications. | |
| Uryasev S | |
| 发表日期 | 1995 |
| 出处 | Annals of Operations Research 56 (1): 287-311 |
| 出版年 | 1995 |
| 语种 | 英语 |
| 摘要 | Probability functions depending upon parameters are represented as integrals over sets given by inequalities. New derivative formulas for the intergrals over a volume are considered. Derivatives are presented as sums of integrals over a volume and over a surface. Two examples are discussed: probability functions with linear constraints (random right-hand sides), and a dynamical shut-down problem with sensors. |
| 主题 | Social & ; Environmental Dimensions of Technology (SET) |
| URL | http://pure.iiasa.ac.at/id/eprint/12828/ |
| 来源智库 | International Institute for Applied Systems Analysis (Austria) |
| 引用统计 | |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/127322 |
| 推荐引用方式 GB/T 7714 | Uryasev S. Derivatives of probability functions and some applications.. 1995. |
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