On probabilistic constraints induced by rectangular sets and multivariate normal distributions (Q992049): Difference between revisions
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| Property / cites work: Three digit accurate multiple normal probabilities / rank | |||
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| Property / cites work: Computation of multivariate normal and \(t\) probabilities / rank | |||
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| Property / cites work: Improved bounds and simulation procedures on the value of the multivariate normal probability distribution function / rank | |||
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| Property / cites work: Derivatives of probability functions and some applications / rank | |||
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Latest revision as of 03:45, 3 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On probabilistic constraints induced by rectangular sets and multivariate normal distributions |
scientific article |
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On probabilistic constraints induced by rectangular sets and multivariate normal distributions (English)
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8 September 2010
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stochastic programming
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probabilistic constraints
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chance constraints
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derivative of probabilities of rectangles
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water reservoir management
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