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

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