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From CVaR to Uncertainty Set: Implications in Joint Chance-Constrained Optimization

15 years 1 months ago
From CVaR to Uncertainty Set: Implications in Joint Chance-Constrained Optimization
Wenqing Chen, Melvyn Sim, Jie Sun, Chung-Piaw Teo
Added 28 Jan 2011
Updated 28 Jan 2011
Type Journal
Year 2010
Where IOR
Authors Wenqing Chen, Melvyn Sim, Jie Sun, Chung-Piaw Teo
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