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

• 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
• Institution: National University of Singapore

10.1287/opre.1090.0712