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]

Authors

Wenqing Chen

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Melvyn Sim

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Jie Sun

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Chung-Piaw Teo

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