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"Correlation Robust Stochastic Optimization."

Shipra Agrawal et al. (2010)

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DOI: 10.1137/1.9781611973075.88

access: open

type: Conference or Workshop Paper

metadata version: 2022-12-18

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Shipra Agrawal, Yichuan Ding, Amin Saberi, Yinyu Ye:
Correlation Robust Stochastic Optimization. SODA 2010: 1087-1096

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