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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書目詳細資料
Main Authors:	Chen, W., Sim, M., Sun, J., Teo, C.-P.
其他作者:	DECISION SCIENCES
格式:	Review
出版:	2013
主題:	Decision analysis: risk Nonlinear Probability: application Programming: stochastic
在線閱讀:	http://scholarbank.nus.edu.sg/handle/10635/44178
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!
機構:	National University of Singapore

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