A second-order cone programming approach for linear programs with joint probabilistic constraints (Q1758269)

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A second-order cone programming approach for linear programs with joint probabilistic constraints
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    A second-order cone programming approach for linear programs with joint probabilistic constraints (English)
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    8 November 2012
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    stochastic programming
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    joint probabilistic constraints
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    second-order cone programming
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    piecewise linear approximation
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