From CVaR to Uncertainty Set: Implications in Joint Chance-Constrained Optimization (Q3100481)

From MaRDI portal
Revision as of 21:50, 3 February 2024 by Import240129110113 (talk | contribs) (Added link to MaRDI item.)
scientific article
Language Label Description Also known as
English
From CVaR to Uncertainty Set: Implications in Joint Chance-Constrained Optimization
scientific article

    Statements

    From CVaR to Uncertainty Set: Implications in Joint Chance-Constrained Optimization (English)
    0 references
    24 November 2011
    0 references
    decision analysis: risk
    0 references
    probability: application
    0 references
    programming: stochastic, nonlinear
    0 references

    Identifiers