α-Conservative approximation for probabilistically constrained convex programs
Year of publication: |
2010
|
---|---|
Authors: | Takano, Yuichi ; Gotoh, Jun-ya |
Published in: |
Computational Optimization and Applications. - Springer. - Vol. 46.2010, 1, p. 113-133
|
Publisher: |
Springer |
Subject: | Chance constraint | D.C. optimization | Branch-and-bound | Value-at-risk minimization | Probabilistically constrained program |
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