Chance constrained \(0-1\) quadratic programs using copulas (Q499685)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Chance constrained 0-1 quadratic programs using copulas |
scientific article; zbMATH DE number 6489768
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Chance constrained \(0-1\) quadratic programs using copulas |
scientific article; zbMATH DE number 6489768 |
Statements
Chance constrained \(0-1\) quadratic programs using copulas (English)
0 references
6 October 2015
0 references
stochastic programming
0 references
joint probabilistic constraints
0 references
\(0-1\) quadratic program
0 references
copula theory
0 references
semidefinite programming
0 references
0 references
0 references
0 references
0 references
0.8252103924751282
0 references
0.7868093252182007
0 references
0.7868093252182007
0 references
0.7747359871864319
0 references
0.7717340588569641
0 references
