From CVaR to uncertainty set: Implications in joint chance-constrained optimization

From CVaR to uncertainty set: Implications in joint chance-constrained optimization

10.1287/opre.1090.0712

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Bibliographic Details
Main Authors: Chen, W., Sim, M., Sun, J., Teo, C.-P.
Other Authors: DECISION SCIENCES
Format: Review
Published: 2013
Subjects:
Decision analysis: risk
Nonlinear
Probability: application
Programming: stochastic
Online Access:http://scholarbank.nus.edu.sg/handle/10635/44178
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Institution: National University of Singapore

Internet

http://scholarbank.nus.edu.sg/handle/10635/44178

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