On joint probabilistic constraints with Gaussian coefficient matrix (Q2275572)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On joint probabilistic constraints with Gaussian coefficient matrix |
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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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