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Chance-constrained problems and rare events: an importance sampling approach
Barrera, Javiera, Homem-de-Mello, Tito, Moreno, Eduardo, Pagnoncelli, Bernardo K., Canessa, GianpieroVolume:
157
Language:
english
Journal:
Mathematical Programming
DOI:
10.1007/s10107-015-0942-x
Date:
May, 2016
File:
PDF, 2.22 MB
english, 2016