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99
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SIAMJO
2008
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SIAMJO 2008
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A Sample Approximation Approach for Optimization with Probabilistic Constraints
15 years 2 months ago
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www2.isye.gatech.edu
We study approximations of optimization problems with probabilistic constraints in which the original distribution of the underlying random vector is replaced with an empirical dis...
James Luedtke, Shabbir Ahmed
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