From CVaR to Uncertainty Set: Implications in Joint Chance-Constrained Optimization
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Publication:3100481
DOI10.1287/opre.1090.0712zbMath1226.90051WikidataQ93498849 ScholiaQ93498849MaRDI QIDQ3100481
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Publication date: 24 November 2011
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/opre.1090.0712
90C15: Stochastic programming
90C59: Approximation methods and heuristics in mathematical programming
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