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Laetitia Andrieu
Information about the author Laetitia Andrieu will soon be added to the site.
Found
2 papers
in total
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Gradient‐based simulation optimization under probability constraints
2011
We study optimization problems subject to possible fatal failures. The probability of...
Parametric multi‐attribute utility functions for optimal profit under risk constraints
2012
We provide an economic interpretation of the practice consisting in incorporating risk...
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