Second Degree Chance Constraints with Lognormal Random Variables - An Application to Fisher's Discriminant Function for Separation of Populations
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Summary
A transformation procedure of the second-degree chance constraints to the deterministic constraints for mathemat ical programming problems having general second degree chance constraints with lognormal random variables is discussed.
- Type
- article
- Published
- 2013-01-01
- Cited by
- 2
- References
- 23
- Access
- Open access
- OpenAlex
- https://openalex.org/W50619653
- Semantic Scholar
- https://api.semanticscholar.org/CorpusID:56441173
Keywords
Degree (music), Mathematics, Linear programming, Linear discriminant analysis, Function (biology)
References
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- Assessment of Variability and Uncertainty Distributions for Practical Risk Analyses
- Efficient Regulation of Environmental Health Risks
- A Research Bibliography in Stochastic Programming, 1955-1975
- Chance-Constrained Programming
- Stochastic modelling and optimization for environmental management
- Probabilistic linear programming problems with exponential random variables: A technical note
- Applied Multivariate Statistical Analysis
- Stochastic water quality optimization using imbedded chance constraints
- Lognormal Distributions: Theory and Applications
- Economic and environmental modelling for pollution control in an estuary
- Probability, statistics, and decision for civil engineers
- Cost Horizons and Certainty Equivalents: An Approach to Stochastic Programming of Heating Oil
- Survey of mathematical programming models in air pollution management
- Optimal groundwater quality management under parameter uncertainty
- An Introduction to the Theory of Statistics
- Probabilistic Linearly Constrained Programming Problems with Lognormal Random Variables
- The Lognormal Distribution.
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