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Add math environment
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solliolli committed Aug 30, 2024
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Expand Up @@ -99,9 +99,9 @@ $$\bar{ρ}(u),ρ(u)∈[0, 1],\quad ∀u∈U \tag{35}$$

$$η∈\mathbb{R} \tag{36}$$

where where α is the probability level in CVaR_α.
where α is the probability level in CVaR_α.

CVaR_α can be obtained as $1/α ∑_{u∈U} \bar{ρ}(u)u$.
$CVaR_α$ can be obtained as $1/α ∑_{u∈U} \bar{ρ}(u)u$.

More details, including explanations of variables and constraints, can be found from Herrala et al. (2024)[^1].

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