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arXiv
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21828 articles – 15613 references
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Gradient-based simulation optimization under probability constraints
Andrieu L., Cohen G., Vázquez-Abad F.
European Journal of Operational Research
212
, 2 (2011) 345-351 [hal-00676427 - version 1]
Stochastic Programming with Probability Constraints
Andrieu L., Cohen G., Vázquez-Abad F.
[hal-00166149 - version 1] (01/08/2007)
Optimisation sous contrainte en probabilité
Andrieu L.
Ecole des Ponts ParisTech (07/12/2004), Guy Cohen (Dir.) [pastel-00001239 - version 1]