Ambiguous joint chance constraints under mean and dispersion information
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Cited in
(54)- Enhanced branch-and-bound algorithm for chance constrained programs with Gaussian mixture models
- Mathematical programs with distributionally robust chance constraints: statistical robustness, discretization and reformulation
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- Distributionally robust joint chance-constrained programming with Wasserstein metric
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- A novel methodology for portfolio selection in fuzzy multi criteria environment using risk-benefit analysis and fractional stochastic
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