On joint probabilistic constraints with Gaussian coefficient matrix (Q2275572): Difference between revisions
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| Property / cites work: Computation of multivariate normal and \(t\) probabilities / rank | |||
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| Property / cites work: Probability Integrals of Multivariate Normal and Multivariate $t^1$ / rank | |||
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| Property / cites work: On probabilistic constraints induced by rectangular sets and multivariate normal distributions / rank | |||
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| Property / cites work: Optimizing financial and physical assets with chance-constrained programming in the electrical industry / rank | |||
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Latest revision as of 08:47, 4 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On joint probabilistic constraints with Gaussian coefficient matrix |
scientific article |
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On joint probabilistic constraints with Gaussian coefficient matrix (English)
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9 August 2011
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probabilistic constraint
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chance constraint
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Gaussian coefficient matrix gradient formula
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probabilistic programming
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stochastic optimization
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energy portfolio optimization
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