Convexity of Chance Constraints with Dependent Random Variables: The Use of Copulae
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- Copula theory approach to stochastic geometric programming
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- scientific article; zbMATH DE number 4213102 (Why is no real title available?)
- Comparison of increasing directionally convex transformations of random vectors with a common copula
- Chance constrained \(0-1\) quadratic programs using copulas
- ALSO-X and ALSO-X+: Better Convex Approximations for Chance Constrained Programs
- An inner-outer approximation approach to chance constrained optimization
- Convergence analysis for mathematical programs with distributionally robust chance constraint
- Distributionally Robust Chance Constrained Geometric Optimization
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- Approximating inequality systems within probability functions: studying implications for problems and consistency of first-order information
- Eventual convexity for separable chance constraints with skewed generalized hyperbolic random variables
- Convexity of Gaussian chance constraints and of related probability maximization problems
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