Convexity and optimization with copulæ structured probabilistic constraints (Q2817219)

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scientific article; zbMATH DE number 6620319
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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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