Bounds for probabilistic programming with application to a blend planning problem
Year of publication: |
2022
|
---|---|
Authors: | Peng, Shen ; Maggioni, Francesca ; Lisser, Abdel |
Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 297.2022, 3 (16.3.), p. 964-976
|
Subject: | Stochastic programming | Joint chance-constraints | Bounds | Copulas | Blending problem | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Stochastischer Prozess | Stochastic process | Multivariate Verteilung | Multivariate distribution | Wahrscheinlichkeitsrechnung | Probability theory |
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