| Autor: |
Hoang Nam Nguyen, Abdel Lisser, Jia Liu |
| Jazyk: |
angličtina |
| Rok vydání: |
2023 |
| Předmět: |
|
| Zdroj: |
Results in Control and Optimization, Vol 12, Iss , Pp 100285- (2023) |
| Druh dokumentu: |
article |
| ISSN: |
2666-7207 |
| DOI: |
10.1016/j.rico.2023.100285 |
| Popis: |
In this paper, we study the convexity of the linear joint chance constraints. We assume that the constraint row vectors are elliptically distributed. Further, the dependence of the rows is modeled by a family of Archimedean copulas, namely, the Gumbel–Hougaard copulas. Under mild assumptions, we prove the eventual convexity of the feasibility set. |
| Databáze: |
Directory of Open Access Journals |
| Externí odkaz: |
|
