Handling CVaR objectives and constraints in two-stage stochastic models (Q932208): Difference between revisions
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Latest revision as of 08:39, 10 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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