A second-order cone programming approach for linear programs with joint probabilistic constraints (Q1758269)
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scientific article
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English | A second-order cone programming approach for linear programs with joint probabilistic constraints |
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A second-order cone programming approach for linear programs with joint probabilistic constraints (English)
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8 November 2012
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stochastic programming
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joint probabilistic constraints
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second-order cone programming
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piecewise linear approximation
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