Global probability maximization for a Gaussian bilateral inequality in polynomial time
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Publication:1675587
DOI10.1007/S10898-017-0501-5zbMATH Open1408.90245OpenAlexW2590718840MaRDI QIDQ1675587FDOQ1675587
Authors: Michel Minoux, Riadh Zorgati
Publication date: 2 November 2017
Published in: Journal of Global Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10898-017-0501-5
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global optimizationpolynomial-time algorithmjoint probability maximizationbilateral chance constraintsrandom Gaussian inequalities
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Cited In (4)
- A discussion of probability functions and constraints from a variational perspective
- Convexity of Gaussian chance constraints and of related probability maximization problems
- Rectangular chance constrained geometric optimization
- Sharp upper and lower bounds for maximum likelihood solutions to random Gaussian bilateral inequality systems
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