Edgeworth series approximation for gamma type chance constraints (Q5325545)
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scientific article; zbMATH DE number 5592905
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| English | Edgeworth series approximation for gamma type chance constraints |
scientific article; zbMATH DE number 5592905 |
Statements
10 August 2009
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Gamma distribution
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Edgeworth expansion
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central limit theorem
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chance constrained programming
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stochastic programming
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0.8689523935317993
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0.7546120882034302
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0.7345378398895264
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0.719217836856842
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