Risk-Averse Optimization in Two-Stage Stochastic Models: Computational Aspects and a Study (Q2954375)
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English | Risk-Averse Optimization in Two-Stage Stochastic Models: Computational Aspects and a Study |
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Risk-Averse Optimization in Two-Stage Stochastic Models: Computational Aspects and a Study (English)
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13 January 2017
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stochastic programming
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risk-averse models
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convex programming
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cutting-plane methods
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regularization
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