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المؤلفون: Nguyen, Hoang Nam, Lisser, Abdel
المساهمون: Laboratoire des signaux et systèmes (L2S), CentraleSupélec-Université Paris-Saclay-Centre National de la Recherche Scientifique (CNRS)
المصدر: https://hal.science/hal-03269257 ; 2022.
مصطلحات موضوعية: Chance constraints, Archimedean copulas, Elliptical distributions, Convex optimization Mathematics Subject Classification (2000) MSC 90C15, 90C25, 90C59, [MATH.MATH-OC]Mathematics [math]/Optimization and Control [math.OC], [MATH.MATH-PR]Mathematics [math]/Probability [math.PR]
Relation: hal-03269257; https://hal.science/hal-03269257; https://hal.science/hal-03269257v2/document; https://hal.science/hal-03269257v2/file/Convexity_of_elliptical_constraints.pdf
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المؤلفون: Nguyen, Hoang Nam, LISSER, Abdel
المساهمون: Laboratoire des signaux et systèmes (L2S), CentraleSupélec-Université Paris-Saclay-Centre National de la Recherche Scientifique (CNRS)
مصطلحات موضوعية: [MATH.MATH-PR]Mathematics [math]/Probability [math.PR], Statistics::Theory, Convex optimization Mathematics Subject Classification (2000) MSC 90C15, Archimedean copulas, Elliptical distributions, Statistics::Other Statistics, [MATH.MATH-OC]Mathematics [math]/Optimization and Control [math.OC], Chance constraints, 90C25, 90C59