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Sample Average Approximation Method for Chance Constrained Programming: Theory and Applications
Applied Mathematics
Control And Systems Engineering
Management Science And Operations Research
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Authors
Bernardo Pagnoncelli
,
Shabbir Ahmed
,
Alexander Shapiro
Journal
Journal of Optimization Theory and Applications
Published
Mar 11, 2009
DOI
10.1007/s10957-009-9523-6
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