Optimizing Linear Functions of Random Variables having a Joint Multinomial or Multivariate Normal Distribution (Q3471354)

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Optimizing Linear Functions of Random Variables having a Joint Multinomial or Multivariate Normal Distribution
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    Optimizing Linear Functions of Random Variables having a Joint Multinomial or Multivariate Normal Distribution (English)
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    1989
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    limiting singular normal
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    equicorrelated-equicoordinate probability point
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    optimal upper alpha probability point
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    probability-constrained programming
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    single-period inventory model
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    simplex
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    inclusion-exclusion method
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    orthoschemes
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    numerical evaluation of the multivariate normal probability distribution
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    multinomial
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    approximation with Bonferroni bounds
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