Approximating two-stage chance-constrained programs with classical probability bounds (Q2329660)

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Approximating two-stage chance-constrained programs with classical probability bounds
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    Approximating two-stage chance-constrained programs with classical probability bounds (English)
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    18 October 2019
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    chance-constrained optimization
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    Bonferroni inequalities
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    union bounds
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    stochastic optimization
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    approximations
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