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On the Convexity of Level-sets of Probability Functions - MaRDI portal

On the Convexity of Level-sets of Probability Functions (Q5074513)

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scientific article; zbMATH DE number 7523730
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On the Convexity of Level-sets of Probability Functions
scientific article; zbMATH DE number 7523730

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    9 May 2022
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    probability constraints
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    convex analysis
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    elliptical distributions
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    stochastic optimization
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    math.OC
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