From CVaR to Uncertainty Set: Implications in Joint Chance-Constrained Optimization
Chen, Wenqing, Sim, Melvyn, Sun, Jie, Teo, Chung-PiawVolume:
58
Language:
english
Journal:
Operations Research
DOI:
10.1287/opre.1090.0712
Date:
April, 2010
File:
PDF, 208 KB
english, 2010