articleMathematical ProgrammingNov 9, 2011GREEN OA

Distributionally robust joint chance constraints with second-order moment information

SZSteve ZymlerDKDaniel KühnBRBerç Rüstem

Imperial College London

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Topics
Keywords
  • CVAR
  • Mathematical optimization
  • Mathematics
  • Scaling
  • Constraint (computer-aided design)
  • Semidefinite programming
  • Approximation algorithm
  • Context (archaeology)
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