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 | Stochastischer Prozess | Stochastic process | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Wahrscheinlichkeitsrechnung | Probability theory | Multivariate Verteilung | Multivariate distribution |
-
Ranking the extreme claim amounts in dependent individual risk models
Torrado, Nuria, (2021)
-
Prékopa, András, (2015)
-
A completely positive representation of 0-1 linear programs with joint probabilistic constraints
Cheng, Jianqiang, (2013)
- More ...
-
Chance-constrained games with mixture distributions
Peng, Shen, (2021)
-
General sum games with joint chance constraints
Peng, Shen, (2018)
-
Yu, Yanfang, (2010)
- More ...