A Conservative Approximation Approach to a Chance-Constrained Convex Program with Application to the Value-at-Risk Minimization
A Conservative Approximation Approach to a Chance-Constrained Convex Program with Application to the Value-at-Risk Minimization
复制标题
机会约束凸规划的保守逼近法及其在风险值最小化中的应用
DOI:
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发表时间:
2007
期刊:
影响因子:
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通讯作者:
J
中科院分区:
文献类型:
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作者:
Takano;Y & Gotoh;J