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1) Consider the following problem, Minimize : Minimize: 3cx; Eax, 2b Construct a chance constraint and associated deterministic equivalent for the constraint given that the
1) Consider the following problem, Minimize : Minimize: 3cx; Eax, 2b Construct a chance constraint and associated deterministic equivalent for the constraint given that the a, are normally distributed correlated random variables. 1) Consider the following problem, Minimize : Minimize: 3cx; Eax, 2b Construct a chance constraint and associated deterministic equivalent for the constraint given that the a, are normally distributed correlated random variables
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