首页 | 本学科首页   官方微博 | 高级检索  
     检索      


Derivatives of probability functions and some applications
Authors:Stanislav Uryasev
Institution:(1) International Institute for Applied Systems Analysis, A-2361 Laxenburg, Austria;(2) Present address: Brookhaven National Laboratory, Building 130, 11973 Upton, NY, USA
Abstract: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.
Keywords:Probability functions  gradient of integral  sensitivity analysis  optimization  discrete event dynamic systems  shut-down problem  probabilistic risk analysis
本文献已被 SpringerLink 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号