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

    13 years 2 months ago
    From CVaR to Uncertainty Set: Implications in Joint Chance-Constrained Optimization
    Download  www.fba.nus.edu.sg
    Wenqing Chen, Melvyn Sim, Jie Sun, Chung-Piaw Teo
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    Added 28 Jan 2011
    Updated 28 Jan 2011
    Type Journal
    Year 2010
    Where IOR
    Authors Wenqing Chen, Melvyn Sim, Jie Sun, Chung-Piaw Teo
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