On probabilistic constraints induced by rectangular sets and multivariate normal distributions (Q992049): Difference between revisions

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On probabilistic constraints induced by rectangular sets and multivariate normal distributions
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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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