Chance constrained 0-1 quadratic programs using copulas

Jianqiang Cheng, Michal Houda, Abdel Lisser. Chance constrained 0-1 quadratic programs using copulas. Optimization Letters, 9(7):1283-1295, 2015. [doi]

Authors

Jianqiang Cheng

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Michal Houda

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Abdel Lisser

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