Robust two-stage stochastic linear optimization with risk aversion (Q1752187): Difference between revisions
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English | Robust two-stage stochastic linear optimization with risk aversion |
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Robust two-stage stochastic linear optimization with risk aversion (English)
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24 May 2018
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uncertainty modeling
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stochastic programming
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robust optimization
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conditional value-at-risk
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semidefinite programming
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