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Distribution-free, uniformly-tighter linear approximations for chance-constrained programming

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SWP-3111-21310432.pdf

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341dfbc2ad2e5cb67839caa9bec60607

Date Issued
1990
Publisher
Sloan School of Management, Massachusetts Institute of Technology
Series/Report no.
Working paper (Sloan School of Management) ; 3111-90.
Description
Includes bibliographical references (p. 21-23).
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