A neurodynamic algorithm for dependent joint chance constrained geometric programs
This research studies the use of copula theory to model dependencies in joint probabilistic constrained geometric programs with dependent rows. The row vectors are assumed to follow an elliptical distribution, and their dependencies are modeled through a Gumbel–Hougaard copula. We use a log transfor...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2023-09-01
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| Series: | Results in Control and Optimization |
| Subjects: | |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S2666720723000772 |