Global probability maximization for a Gaussian bilateral inequality in polynomial time
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DOI: 10.1007/s10898-017-0501-5
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- Michel Minoux & Riadh Zorgati, 2019. "Sharp upper and lower bounds for maximum likelihood solutions to random Gaussian bilateral inequality systems," Journal of Global Optimization, Springer, vol. 75(3), pages 735-766, November.
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Keywords
Random gaussian inequalities; Bilateral chance constraints; Global optimization; Joint probability maximization; Polynomial-time algorithm;All these keywords.
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