Ambiguous risk constraints with moment and unimodality information (Q1717225)

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Ambiguous risk constraints with moment and unimodality information
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    Ambiguous risk constraints with moment and unimodality information (English)
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    7 February 2019
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    ambiguity
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    chance constraints
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    conditional value-at-risk
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    second-order cone representation
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    separation
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    golden section search
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