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Chance constrained optimization chance constraints and percentile optimization chance constraints for logconcave distributions convex approximation of chance constraints sources Rockafellar Uryasev

Chance constrained optimization chance constraints and percentile optimization chance constraints for logconcave distributions convex approximation of chance constraints sources Rockafellar Uryasev

olivia-moreira
22 Slides

e EE364A Chance Constrained Optimization brPage 7...

EE364a,Winter2007-08Prof.S.BoydEE364aHomework1solutions2.1LetCRnbeaco

EE364a,Winter2007-08Prof.S.BoydEE364aHomework1solutions2.1LetCRnbeaco

olivia-moreira
9 Slides

11=11 11=1:SinceCisconvexandx2;x32C,weconclu...

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