Robust multicriteria risk-averse stochastic programming models (Q1698287)
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English | Robust multicriteria risk-averse stochastic programming models |
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Robust multicriteria risk-averse stochastic programming models (English)
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15 February 2018
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stochastic programming
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risk aversion
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robust optimization
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multicriteria optimization
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stochastic Pareto optimality
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conditional value-at-risk
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cut generation
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mixed-integer programming
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mccormick envelopes
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RLT technique
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