Convexity of Chance Constraints with Dependent Random Variables: The Use of Copulae (Q4613831)
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scientific article; zbMATH DE number 7006816
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convexity of Chance Constraints with Dependent Random Variables: The Use of Copulae |
scientific article; zbMATH DE number 7006816 |
Statements
Convexity of Chance Constraints with Dependent Random Variables: The Use of Copulae (English)
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25 January 2019
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copula
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chance constraints
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log-exp concavity
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probabilistic constraints
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convexity
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