Convexity of Chance Constraints with Dependent Random Variables: The Use of Copulae (Q4613831)
From MaRDI portal
scientific article; zbMATH DE number 7006816
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convexity of Chance Constraints with Dependent Random Variables: The Use of Copulae |
scientific article; zbMATH DE number 7006816 |
Statements
Convexity of Chance Constraints with Dependent Random Variables: The Use of Copulae (English)
0 references
25 January 2019
0 references
copula
0 references
chance constraints
0 references
log-exp concavity
0 references
probabilistic constraints
0 references
convexity
0 references
0 references
