Chance constrained \(0-1\) quadratic programs using copulas (Q499685)
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scientific article; zbMATH DE number 6489768
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| English | Chance constrained \(0-1\) quadratic programs using copulas |
scientific article; zbMATH DE number 6489768 |
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Chance constrained \(0-1\) quadratic programs using copulas (English)
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6 October 2015
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stochastic programming
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joint probabilistic constraints
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\(0-1\) quadratic program
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copula theory
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semidefinite programming
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0.8252103924751282
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0.7868093252182007
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0.7868093252182007
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0.7747359871864319
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0.7717340588569641
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