Convexity and optimization with copulæ structured probabilistic constraints (Q2817219)
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scientific article; zbMATH DE number 6620319
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convexity and optimization with copulæ structured probabilistic constraints |
scientific article; zbMATH DE number 6620319 |
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Convexity and optimization with copulæ structured probabilistic constraints (English)
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29 August 2016
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optimization
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probabilistic constraints
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convexity
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copulæ
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regularized supporting hyperplane method
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joint chance constraints
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second-order conic programming
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0.9291859
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0.9287289
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0.91666913
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0.91299224
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0.9080645
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0.9079238
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0.90649617
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