Global probability maximization for a Gaussian bilateral inequality in polynomial time
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Publication:1675587
DOI10.1007/s10898-017-0501-5zbMath1408.90245OpenAlexW2590718840MaRDI QIDQ1675587
Publication date: 2 November 2017
Published in: Journal of Global Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10898-017-0501-5
global optimizationpolynomial-time algorithmjoint probability maximizationbilateral chance constraintsrandom Gaussian inequalities
Related Items
A discussion of probability functions and constraints from a variational perspective, Sharp upper and lower bounds for maximum likelihood solutions to random Gaussian bilateral inequality systems, Rectangular chance constrained geometric optimization
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Cites Work
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