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SODA
2010
ACM
208views Algorithms» more  SODA 2010»
14 years 2 months ago
Correlation Robust Stochastic Optimization
We consider a robust model proposed by Scarf, 1958, for stochastic optimization when only the marginal probabilities of (binary) random variables are given, and the correlation be...
Shipra Agrawal, Yichuan Ding, Amin Saberi, Yinyu Y...