A Gradient Formula for Linear Chance Constraints Under Gaussian Distribution
Year of publication: |
2012
|
---|---|
Authors: | Henrion, René ; Möller, Andris |
Published in: |
Mathematics of operations research. - Linthicum, Md : Inst, ISSN 0364-765X, ZDB-ID 1956838. - Vol. 37.2012, 3 (23.6.), p. 475-489
|
Saved in:
Saved in favorites
Similar items by person
-
On probalistic constraints included by rectangular sets and multivariate normal distributions
Ackooij, Wim van, (2010)
-
Probabilistic constraints via SQP solver : application to a renewable energy management problem
Bremer, Ingo, (2015)
-
A gradient formula for linear chance constraints under Gaussian distribution
Henrion, René, (2012)
- More ...