Optimisation under probability constraints: an approach via quantiles

Felisa Vazquez-Abad, Pierre Carpentier and Guy Cohen

november, 2008

Type de publication :

Conférence sans actes

Conférence :

Conference on Optimization and Practices in Industry, 26-28 Nov. 2008, EDF R&D, Clamart, France

BibTeX :

@conference{Vaz-Car-Coh-2008,
    author={Felisa Vazquez-Abad and Pierre Carpentier and Guy Cohen },
    title={Optimisation under probability constraints: an approach via 
           quantiles },
    publisher={Conference on Optimization and Practices in Industry, 26-28 
           Nov. 2008, EDF R&D, Clamart, France },
    year={2008 },
    month={11},
}