On Distributionally Robust Chance-Constrained Linear Programs

2006/11/30 by G. C. Calafiore, Giuseppe C. Calafiore, L. El Ghaoui +1 · 20 citations
Decision Sciences · Engineering · Mathematics · #Risk and Portfolio Optimization #Optimization and Mathematical Programming #Fuzzy Systems and Optimization

paper · doi:10.1007/s10957-006-9084-x

Citations

• Multivariate Chebyshev Inequalities

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