New algorithmic framework for conditional value at risk: application to stochastic fixed-charge transportation (Q1735183)
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scientific article
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English | New algorithmic framework for conditional value at risk: application to stochastic fixed-charge transportation |
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New algorithmic framework for conditional value at risk: application to stochastic fixed-charge transportation (English)
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28 March 2019
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transportation
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stochastic mixed-integer programming
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CVaR
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