Convexity of Gaussian chance constraints and of related probability maximization problems - Archive ouverte HAL
Article Dans Une Revue Computational Statistics Année : 2016

Convexity of Gaussian chance constraints and of related probability maximization problems

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hal-01363915 , version 1 (12-09-2016)

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Michel Minoux, Riadh Zorgati. Convexity of Gaussian chance constraints and of related probability maximization problems. Computational Statistics, 2016, 31 (1), pp.387-408. ⟨10.1007/s00180-015-0580-z⟩. ⟨hal-01363915⟩
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