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| Main Authors: | , |
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| Format: | Preprint |
| Published: |
2025
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| Subjects: | |
| Online Access: | https://arxiv.org/abs/2511.06556 |
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Table of Contents:
- A generalisation of the Charnes-Cooper chance-constrained approach is proposed in the setting of the family of elliptically contoured distributions. The new relaxed stochastic linear programming is notably invariant under the entire class of probability distributions.