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

id	sg-nus-scholar.10635-44178
record_format	dspace
spelling	sg-nus-scholar.10635-441782023-10-31T07:58:07Z From CVaR to uncertainty set: Implications in joint chance-constrained optimization Chen, W. Sim, M. Sun, J. Teo, C.-P. DECISION SCIENCES Decision analysis: risk Nonlinear Probability: application Programming: stochastic 10.1287/opre.1090.0712 Operations Research 58 2 470-485 OPREA 2013-10-09T03:28:50Z 2013-10-09T03:28:50Z 2010 Review Chen, W., Sim, M., Sun, J., Teo, C.-P. (2010). From CVaR to uncertainty set: Implications in joint chance-constrained optimization. Operations Research 58 (2) : 470-485. ScholarBank@NUS Repository. https://doi.org/10.1287/opre.1090.0712 0030364X http://scholarbank.nus.edu.sg/handle/10635/44178 000276735200016 Scopus
institution	National University of Singapore
building	NUS Library
continent	Asia
country	Singapore Singapore
content_provider	NUS Library
collection	ScholarBank@NUS
topic	Decision analysis: risk Nonlinear Probability: application Programming: stochastic
spellingShingle	Decision analysis: risk Nonlinear Probability: application Programming: stochastic Chen, W. Sim, M. Sun, J. Teo, C.-P. From CVaR to uncertainty set: Implications in joint chance-constrained optimization
description	10.1287/opre.1090.0712
author2	DECISION SCIENCES
author_facet	DECISION SCIENCES Chen, W. Sim, M. Sun, J. Teo, C.-P.
format	Review
author	Chen, W. Sim, M. Sun, J. Teo, C.-P.
author_sort	Chen, W.
title	From CVaR to uncertainty set: Implications in joint chance-constrained optimization
title_short	From CVaR to uncertainty set: Implications in joint chance-constrained optimization
title_full	From CVaR to uncertainty set: Implications in joint chance-constrained optimization
title_fullStr	From CVaR to uncertainty set: Implications in joint chance-constrained optimization
title_full_unstemmed	From CVaR to uncertainty set: Implications in joint chance-constrained optimization
title_sort	from cvar to uncertainty set: implications in joint chance-constrained optimization
publishDate	2013
url	http://scholarbank.nus.edu.sg/handle/10635/44178
_version_	1781411274489331712

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

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