Robust two-stage stochastic linear optimization with risk aversion (Q1752187): Difference between revisions

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Latest revision as of 08:16, 11 December 2024

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Robust two-stage stochastic linear optimization with risk aversion
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    Robust two-stage stochastic linear optimization with risk aversion (English)
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    24 May 2018
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    uncertainty modeling
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    stochastic programming
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    robust optimization
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    conditional value-at-risk
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    semidefinite programming
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