On probabilistic constraints induced by rectangular sets and multivariate normal distributions (Q992049)
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scientific article; zbMATH DE number 5781216
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| English | On probabilistic constraints induced by rectangular sets and multivariate normal distributions |
scientific article; zbMATH DE number 5781216 |
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On probabilistic constraints induced by rectangular sets and multivariate normal distributions (English)
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8 September 2010
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stochastic programming
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probabilistic constraints
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chance constraints
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derivative of probabilities of rectangles
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water reservoir management
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0.7666642069816589
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0.7646090388298035
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0.7573826313018799
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