Robust stochastic optimization with convex risk measures: a discretized subgradient scheme (Q2031316)
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scientific article
| Language | Label | Description | Also known as |
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| English | Robust stochastic optimization with convex risk measures: a discretized subgradient scheme |
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Robust stochastic optimization with convex risk measures: a discretized subgradient scheme (English)
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9 June 2021
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stochastic optimization
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distributionally robust
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convex risk measure
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subgradient method
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two-stage optimization problem
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