From CVaR to Uncertainty Set: Implications in Joint Chance-Constrained Optimization (Q3100481)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: From CVaR to Uncertainty Set: Implications in Joint Chance-Constrained Optimization |
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
