Jianqiang Cheng, Abdel Lisser. A second-order cone programming approach for linear programs with joint probabilistic constraints. Oper. Res. Lett., 40(5):325-328, 2012. [doi]
@article{ChengL12-20,
title = {A second-order cone programming approach for linear programs with joint probabilistic constraints},
author = {Jianqiang Cheng and Abdel Lisser},
year = {2012},
doi = {10.1016/j.orl.2012.06.008},
url = {http://dx.doi.org/10.1016/j.orl.2012.06.008},
researchr = {https://researchr.org/publication/ChengL12-20},
cites = {0},
citedby = {0},
journal = {Oper. Res. Lett.},
volume = {40},
number = {5},
pages = {325-328},
}