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Latest revision as of 19:21, 19 March 2024
scientific article
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English | From CVaR to Uncertainty Set: Implications in Joint Chance-Constrained Optimization |
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Statements
From CVaR to Uncertainty Set: Implications in Joint Chance-Constrained Optimization (English)
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24 November 2011
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decision analysis: risk
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probability: application
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programming: stochastic, nonlinear
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