From CVaR to Uncertainty Set: Implications in Joint Chance-Constrained Optimization
| Year of publication: |
2010
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|---|---|
| Authors: | Chen, Wenqing ; Sim, Melvyn ; Sun, Jie ; Teo, Chung-Piaw |
| Published in: |
Operations research : the journal of the Operations Research Society of America. - Linthicum, Md : INFORMS, ISSN 0030-364X, ZDB-ID 1233890. - Vol. 58.2010, 2, p. 470-486
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