Handling CVaR objectives and constraints in two-stage stochastic models (Q932208): Difference between revisions

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Latest revision as of 12:16, 28 June 2024

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Handling CVaR objectives and constraints in two-stage stochastic models
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    Handling CVaR objectives and constraints in two-stage stochastic models (English)
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    10 July 2008
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    stochastic programming
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    finance
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    convex programming
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    decomposition methods
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