Identifying effective scenarios in distributionally robust stochastic programs with total variation distance (Q1717235): Difference between revisions
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scientific article
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English | Identifying effective scenarios in distributionally robust stochastic programs with total variation distance |
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Identifying effective scenarios in distributionally robust stochastic programs with total variation distance (English)
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7 February 2019
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stochastic programming
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distributionally robust optimization
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risk measures
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scenario analysis
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