@article{vanackooij:hal-02013571, TITLE = {{(Sub-)Differentiability of Probability Functions with Elliptical Distributions}}, AUTHOR = {van Ackooij, Wim and Aleksovska, I. and Munoz-Zuniga, M.}, URL = {https://ifp.hal.science/hal-02013571}, JOURNAL = {{Set-Valued and Variational Analysis}}, PUBLISHER = {{Springer}}, VOLUME = {26}, NUMBER = {4}, PAGES = {887-910}, YEAR = {2018}, MONTH = Dec, DOI = {10.1007/s11228-017-0454-3}, KEYWORDS = {Stochastic optimisation ; Probabilistic constraints ; Chance constraints ; Gradients of probability functions}, HAL_ID = {hal-02013571}, HAL_VERSION = {v1}, }