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"From CVaR to Uncertainty Set: Implications in Joint Chance-Constrained ..."
Wenqing Chen et al. (2010)
- Wenqing Chen, Melvyn Sim
, Jie Sun
, Chung-Piaw Teo
:
From CVaR to Uncertainty Set: Implications in Joint Chance-Constrained Optimization. Oper. Res. 58(2): 470-485 (2010)
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