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Latest revision as of 16:15, 8 December 2024

scientific article
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Cut generation for optimization problems with multivariate risk constraints
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    Cut generation for optimization problems with multivariate risk constraints (English)
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    16 September 2016
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    stochastic programming
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    multivariate risk-aversion
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    conditional value-at-risk
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    stochastic dominance
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    cut generation
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    convex hull
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    reverse concave set
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