From CVaR to Uncertainty Set: Implications in Joint Chance-Constrained Optimization-Reference-Cited by-同舟云学术

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From CVaR to Uncertainty Set: Implications in Joint Chance-Constrained Optimization

Published:2010-04 Issue:2 Volume:58 Page:470-485
ISSN:0030-364X
Container-title:Operations Research
language:en
Short-container-title:Operations Research

Author:

Chen Wenqing,Sim Melvyn,Sun Jie,Teo Chung-Piaw

Publisher

Institute for Operations Research and the Management Sciences (INFORMS)

Subject

Management Science and Operations Research,Computer Science Applications

Link

https://pubsonline.informs.org/doi/pdf/10.1287/opre.1090.0712

Reference32 articles.

1. Second-order cone programming

2. Robust Convex Optimization

3. Robust solutions of uncertain linear programs

4. Robust solutions of Linear Programming problems contaminated with uncertain data

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