Chance constrained \(0-1\) quadratic programs using copulas (Q499685)
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English | Chance constrained \(0-1\) quadratic programs using copulas |
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Chance constrained \(0-1\) quadratic programs using copulas (English)
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6 October 2015
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stochastic programming
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joint probabilistic constraints
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\(0-1\) quadratic program
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copula theory
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semidefinite programming
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