Optimization with uncertain data
نویسنده
چکیده
6 Chance constraints and the choice of uncertainty sets 15 6.1 Value at risk . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16 6.2 Safe convex approximations for chance constraints . . . . . . . . . . . . . . . 17 6.3 Tightest convex bounds and conditional value at risk . . . . . . . . . . . . . 18 6.4 Analytic approximation using moment generating functions . . . . . . . . . . 19
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تاریخ انتشار 2015