CVaR norm and applications in optimization (Q476266)

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CVaR norm and applications in optimization
scientific article

    Statements

    title
    CVaR norm and applications in optimization (English)
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    author
    Konstantin Pavlikov
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    Stan Uryasev
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    publication date
    28 November 2014
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    zbMATH Keywords
    CVaR norm
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    \(L_p\) norm
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    projection
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    Identifiers

    zbMATH DE Number
    6375171
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