Ambiguous chance constrained problems and robust optimization
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Publication:2492682
DOI10.1007/s10107-005-0678-0zbMath1134.90028OpenAlexW2006041100MaRDI QIDQ2492682
Publication date: 14 June 2006
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-005-0678-0
stochastic programminglearning theoryVC dimensionrobust optimizationsample approximationambiguity in measurecoupling of random variables
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