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Latest revision as of 20:11, 11 July 2024

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Risk measures in stochastic programming and robust optimization problems
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    Risk measures in stochastic programming and robust optimization problems (English)
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    18 April 2016
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    stochastic programming
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    robust optimization
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    polyhedral coherent risk measure
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    conditional value-at-risk
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    spectral coherent risk measure
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    imprecise probabilities
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    linear programming
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