On probabilistic constraints induced by rectangular sets and multivariate normal distributions
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Publication:992049
DOI10.1007/s00186-010-0316-3zbMath1198.90309OpenAlexW2162708400MaRDI QIDQ992049
Andris Möller, Riadh Zorgati, René Henrion, Wim van Ackooij
Publication date: 8 September 2010
Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)
Full work available at URL: http://edoc.hu-berlin.de/18452/9056
stochastic programmingchance constraintsprobabilistic constraintswater reservoir managementderivative of probabilities of rectangles
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