References
- Chmielewski , MA . 1981 . Elliptically symmetric distributions: a review and bibliography . International Statistical Review , 49 : 67 – 74 .
- Henrion , R and Römisch , W . 2004 . Hölder and Lipschitz stability of solution sets in programs with probabilistic constraints . Mathematical Programming , 100 : 589 – 611 .
- Johnson , NL and Kotz , S . 1972 . Distributions in Statistics: Continuous Multivariate Distributions , New York : Wiley .
- Kan , Y . 2002 . “ Application of the quantile optimization ” . In Stochastic Optimization Techniques, Lecture Notes in Economics and Mathematical Systems , Edited by: Marti , K . Vol. 513 , 285 – 308 . Berlin : Springer .
- Kataoka , S . 1963 . A stochastic programming model . Econometrica , 31 : 181 – 196 .
- Lagoa , CM , Li , X and Sznaier , M . 2005 . Probabilistically constrained linear programs and risk-adjusted controller design . SIAM Journal on Control and Optimization , 15 : 938 – 951 .
- Lucchetti , R , Salinetti , G and Wets , RJ-B . 1994 . Uniform convergence of probability measures: topological criteria . Journal of Multivariate Analysis , 51 : 252 – 264 .
- van de Panne , C and Popp , W . 1963 . Minimum-cost cattle feed under probabilistic protein constraints . Management Sciences , 9 : 405 – 430 .
- Prékopa , A . 1995 . Stochastic Programming , Dordrecht : Kluwer .
- Prékopa , A . Probabilistic Programming Chapter 5 in 12
- Römisch , W and Schultz , R . 1991 . Stability analysis for stochastic programs . Annals of Operations Research , 30 : 241 – 266 .
- Ruszczyńki , A Shapiro , A . 2003 . “ Stochastic Programming ” . In Handbooks in OR&MS , Vol. 10 , Amsterdam : Elsevier .