Constraint generation for risk averse two-stage stochastic programs (Q2028853)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Constraint generation for risk averse two-stage stochastic programs |
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Constraint generation for risk averse two-stage stochastic programs (English)
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3 June 2021
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stochastic programming
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decision analysis under uncertainty
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CVaR
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risk aversion
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