A Sampling-and-Discarding Approach to Chance-Constrained Optimization: Feasibility and Optimality

2010/10/14 by Marco C. Campi, M. C. Campi, Simone Garatti +1 · 21 citations
Decision Sciences · Mathematics · Engineering · #Risk and Portfolio Optimization #Fuzzy Systems and Optimization #Optimization and Mathematical Programming

paper · doi:10.1007/s10957-010-9754-6

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• Marco Claudio Campi [wikipedia]