Convexity and optimization with copulæ structured probabilistic constraints (Q2817219)

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scientific article; zbMATH DE number 6620319
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    Convexity and optimization with copulæ structured probabilistic constraints
    scientific article; zbMATH DE number 6620319

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      Convexity and optimization with copulæ structured probabilistic constraints (English)
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      29 August 2016
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      optimization
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      probabilistic constraints
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      convexity
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      copulæ
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      regularized supporting hyperplane method
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      joint chance constraints
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      second-order conic programming
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