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    A Sample Approximation Approach for Optimization with Probabilistic Constraints
    14 years 14 days ago
    A Sample Approximation Approach for Optimization with Probabilistic Constraints
    Download  www2.isye.gatech.edu
    We study approximations of optimization problems with probabilistic constraints in which the original distribution of the underlying random vector is replaced with an empirical dis...
    James Luedtke, Shabbir Ahmed
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