Stochastic geometric programming with joint probabilistic constraints

DOI10.1016/J.ENDM.2016.10.013zbMath1366.90147OpenAlexW2549450997MaRDI QIDQ510924

Abdel Lisser, Zhiping Chen, Jia Liu

Publication date: 14 February 2017

Full work available at URL: https://doi.org/10.1016/j.endm.2016.10.013

zbMATH Keywords

piecewise linear approximationjoint probabilistic constraintsBonferroni approximationgeometric programs

Mathematics Subject Classification ID

Polyhedral combinatorics, branch-and-bound, branch-and-cut (90C57) Stochastic programming (90C15)

Related Items (2)

Copula theory approach to stochastic geometric programming ⋮ The Attenuation of Spherical Shock Waves in Heterogeneous Media

Cites Work

• Unnamed Item
• A tutorial on geometric programming
• A second-order cone programming approach for linear programs with joint probabilistic constraints
• On joint probabilistic constraints with Gaussian coefficient matrix

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