Polyhedral Risk Measures in Stochastic Programming (Q5317550): Difference between revisions

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scientific article; zbMATH DE number 2206229
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Polyhedral Risk Measures in Stochastic Programming
scientific article; zbMATH DE number 2206229

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    Polyhedral Risk Measures in Stochastic Programming (English)
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    16 September 2005
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    stochastic programming
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    convex risk measure
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    dual decomposition
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