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Optimization
A Journal of Mathematical Programming and Operations Research
Volume 20, 1989 - Issue 4
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Original Articles

Differentiability of the constraint functions in probabilistic constrained programs

J. Wang Department of Mathematics, Nanjing University, Nanjing, China
Pages 509-515 | Received 01 Dec 1987, Published online: 27 Jun 2007
 
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Abstract

This paper is devoted to study of differentiability of the constraint functions in probabilistic constrained programs. Explicit formulae for the gradient or the directional derivatives are given.

AMS 1980 Subject Classifications:

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