Chance constrained \(0-1\) quadratic programs using copulas
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Publication:499685
DOI10.1007/s11590-015-0854-yzbMath1332.90180MaRDI QIDQ499685
Abdel Lisser, Jianqiang Cheng, Michal Houda
Publication date: 6 October 2015
Published in: Optimization Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11590-015-0854-y
stochastic programmingsemidefinite programmingjoint probabilistic constraints\(0-1\) quadratic programcopula theory
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