Eventual convexity of probability constraints with elliptical distributions
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Publication:2414898
DOI10.1007/s10107-018-1230-3zbMath1421.90101OpenAlexW2788729665MaRDI QIDQ2414898
Jérôme Malick, Wim van Ackooij
Publication date: 17 May 2019
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-018-1230-3
Convex programming (90C25) Numerical optimization and variational techniques (65K10) Stochastic programming (90C15)
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