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Optimization under rare events: scaling laws for linear chance-constrained programs

Fuente: arXiv

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Bibliographic Details
Main Authors:	Blanchet, Jose, Jorritsma, Joost, Zwart, Bert
Format:	Preprint
Published:	2024
Subjects:	Optimization and Control Probability 90C15 (primary), 60F10, 60G70 (secondary)
Online Access:	Acceder al recurso
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