% You need the following packages in the main file to let this entry work:
% \usepackage[english,ngerman]{babel} multilingual support
% \usepackage{url} urls formatting
% \usepackage{hyperref} make url klickable, recommended
% Just put them into the preamble of the main .tex-file.
% You should possibly make some changes to the typography of this entry,
% e.g. quotation marks.
% Which fields of this entry will be shown in the bibliography depends on the bibtex-style, which you use
@incollection{oai:export,
author = {René Henrion},
title = {Gradient estimates for Gaussian distribution functions: Application to probabilistically constrained optimization problems},
series = {Stochastic Programming E-Print Series},
year = {2012},
publisher = {Institut für Mathematik},
editor =
{
Julie L.
Higle and Werner
Römisch and Surrajeet
Sen
},
WernerRömischSurrajeetSenabstract = {We provide lower estimates for the norm of gradients of Gaussian distribution functions and apply the results obtained to a special class of probabilistically constrained optimization problems. In particular, it is shown how the precision of computing gradients in such problems can be controlled by the precision of function values for Gaussian distribution functions. Moreover, a sensitivity result for optimal values with respect to perturbations of the underlying random vector is derived. It is shown that the so-called maximal increasing slope of the optimal value with respect to the Kolmogorov distance between original and perturbed distribution can be estimated explicitly from the input data of the problem. },
note = {submitted; AIMS; Springfield; Numerical Algebra, Control and Optimization}
url = { \url{http://edoc.hu-berlin.de/docviews/abstract.php?id=39149} },
url = { \url{urn:nbn:de:kobv:11-100199486} },
number = {
1},
timestamp = {2014-11-21T04:24:53Z}
}