From CVaR to Uncertainty Set: Implications in Joint Chance-Constrained Optimization

Wenqing Chen, Melvyn Sim, Jie Sun, Chung-Piaw Teo. From CVaR to Uncertainty Set: Implications in Joint Chance-Constrained Optimization. Operations Research, 58(2):470-485, 2010. [doi]

Abstract

Abstract is missing.