Convexity of chance constraints with independent random variables.
René HenrionCyrille StrugarekPublished 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