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Derivatives

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Optimization of Stochastic Models

Part of the book series: The Kluwer International Series in Engineering and Computer Science ((SECS,volume 373))

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Abstract

In this chapter we approach the main problem of finding the minimizer of

$$F(x) = \int {H(x,\omega )d{{\mu }_{x}}(\omega )}$$

by discussing various notions of differentiability of parameter integrals.

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Authors
  1. George Ch. Pflug
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© 1996 Kluwer Academic Publishers

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Pflug, G.C. (1996). Derivatives. In: Optimization of Stochastic Models. The Kluwer International Series in Engineering and Computer Science, vol 373. Springer, Boston, MA. https://doi.org/10.1007/978-1-4613-1449-3_3

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  • DOI: https://doi.org/10.1007/978-1-4613-1449-3_3

  • Publisher Name: Springer, Boston, MA

  • Print ISBN: 978-1-4612-8631-8

  • Online ISBN: 978-1-4613-1449-3

  • eBook Packages: Springer Book Archive

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