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SODA
2010
ACM
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Algorithms
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SODA 2010
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Correlation Robust Stochastic Optimization
16 years 7 days ago
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www.stanford.edu
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...
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