Convexity and decomposition of mean-risk stochastic programs (Q2492670)

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Convexity and decomposition of mean-risk stochastic programs
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    Convexity and decomposition of mean-risk stochastic programs (English)
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    14 June 2006
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    stochastic programming
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    mean-risk objectives
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    computational complexity
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    decomposition
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    cutting plane algorithms
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