Convexity of chance constraints with independent random variables
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Publication:1029626
DOI10.1007/s10589-007-9105-1zbMath1168.90568OpenAlexW2158489997MaRDI QIDQ1029626
Cyrille Strugarek, René Henrion
Publication date: 13 July 2009
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10589-007-9105-1
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Cites Work
- Estimated stochastic programs with chance constraints
- Programming under probabilistic constraints with a random technology matrix
- On Chance Constrained Programming Problems with Joint Constraints
- A Stochastic Programming Model
- Chance Constrained Programming with Joint Constraints
- Structural properties of linear probabilistic constraints
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