Convexity and decomposition of mean-risk stochastic programs (Q2492670)

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scientific article; zbMATH DE number 5032419
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    Convexity and decomposition of mean-risk stochastic programs
    scientific article; zbMATH DE number 5032419

      Statements

      Convexity and decomposition of mean-risk stochastic programs (English)
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      14 June 2006
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      stochastic programming
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      mean-risk objectives
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      computational complexity
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      decomposition
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      cutting plane algorithms
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