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Farzad Faridafshin
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Calculating Exceedance Probabilities Using a Distributionally Robust Method
by
Farzad
Faridafshin
,
Bogdan Grechuk
,
Arvid Naess
Published 2017
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Related Subjects
Distributionally robust optimization
Exceedance probability
Imprecise probability
Log-concave distribution
Probability bound
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