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IOR
2010
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A Soft Robust Model for Optimization Under Ambiguity
Aharon Ben-Tal, Dimitris Bertsimas, David B. Brown
53
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IOR
2010
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15 years 12 days ago
From CVaR to Uncertainty Set: Implications in Joint Chance-Constrained Optimization
Wenqing Chen, Melvyn Sim, Jie Sun, Chung-Piaw Teo
IOR
2010
79views more  IOR 2010»
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An Integrated Solver for Optimization Problems
Tallys H. Yunes, Ionut D. Aron, John N. Hooker
76
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IOR
2010
86views more  IOR 2010»
15 years 12 days ago
Computational Methods for Oblivious Equilibrium
Gabriel Y. Weintraub, C. Lanier Benkard, Benjamin ...
60
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IOR
2010
87views more  IOR 2010»
15 years 12 days ago
Optimal Allocation of Surgery Blocks to Operating Rooms Under Uncertainty
Brian T. Denton, Andrew J. Miller, Hari Balasubram...