Global probability maximization for a Gaussian bilateral inequality in polynomial time (Q1675587)
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scientific article; zbMATH DE number 6802519
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| English | Global probability maximization for a Gaussian bilateral inequality in polynomial time |
scientific article; zbMATH DE number 6802519 |
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Global probability maximization for a Gaussian bilateral inequality in polynomial time (English)
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2 November 2017
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random Gaussian inequalities
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bilateral chance constraints
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global optimization
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joint probability maximization
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polynomial-time algorithm
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0.8459106683731079
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0.793032705783844
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0.7351053357124329
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0.7263942956924438
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0.7193440794944763
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