Conditional value-at-risk in stochastic programs with mixed-integer recourse (Q2583132)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Conditional value-at-risk in stochastic programs with mixed-integer recourse |
scientific article |
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Conditional value-at-risk in stochastic programs with mixed-integer recourse (English)
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13 January 2006
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Stochastic programming
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Mean-risk models
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Mixed-integer optimization
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Conditional value-at-risk
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