Minimax and risk averse multistage stochastic programming (Q1926691)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Minimax and risk averse multistage stochastic programming |
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Minimax and risk averse multistage stochastic programming (English)
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29 December 2012
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stochastic programming
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dynamic equations
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robust optimization
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coherent risk measures
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risk averse stochastic optimization
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problem of moments
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