Convexity of chance constraints with independent random variables.

René Henrion Cyrille Strugarek

Published in: Comput. Optim. Appl. (2008)

Keyphrases

random variables
identically distributed
chance constraints
graphical models
probability distribution

independent and identically distributed
statistically independent
conditionally independent
chance constrained
joint distribution

bayesian networks
distribution function
stochastic optimization problems
lead time
robust optimization

joint probability distribution
directed acyclic graph
convex hull
input output
optimal solution