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"Robust concave utility maximization over chance constraints."
Shanshan Wang, Sanjay Mehrotra, Chun Peng (2025)
- Shanshan Wang, Sanjay Mehrotra, Chun Peng:
Robust concave utility maximization over chance constraints. Eur. J. Oper. Res. 321(3): 800-813 (2025)
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