From CVaR to uncertainty set: implications in joint chance-constrained optimization (Q3100481)
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scientific article; zbMATH DE number 5978650
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| English | From CVaR to uncertainty set: implications in joint chance-constrained optimization |
scientific article; zbMATH DE number 5978650 |
Statements
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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0.8874724507331848
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0.8366075754165649
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0.8216390013694763
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0.799824595451355
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0.7873287200927734
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