An Empirical Quantile Estimation Approach to Nonlinear Optimization Problems with Chance Constraints. Luo, F. & Larson, J. Journal of Optimization Theory and Applications, 203:767–809, Springer Science and Business Media LLC, October, 2024.
An Empirical Quantile Estimation Approach to Nonlinear Optimization Problems with Chance Constraints [link]Paper  doi  bibtex   
@article{Luo2022,
  doi = {10.1007/s10957-024-02532-0},
  url = {https://arxiv.org/abs/2211.00675},
  author = {Fengqiao Luo and Jeffrey Larson},
  title = {An Empirical Quantile Estimation Approach to Nonlinear Optimization Problems with Chance Constraints},
  year = {2024},
  pages={767--809},
  journal = {Journal of Optimization Theory and Applications},
  volume={203},
  publisher={Springer Science and Business Media LLC},
  month=oct,
}

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