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Published in:
1996 | OriginalPaper | Chapter
Derivatives
Author : George Ch. Pflug
Published in: Optimization of Stochastic Models
Publisher: Springer US
Included in: Professional Book Archive
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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.