Risk-averse optimization in two-stage stochastic models: computational aspects and a study (Q2954375)

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scientific article; zbMATH DE number 6674265
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    Risk-averse optimization in two-stage stochastic models: computational aspects and a study
    scientific article; zbMATH DE number 6674265

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      Risk-Averse Optimization in Two-Stage Stochastic Models: Computational Aspects and a Study (English)
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      13 January 2017
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      stochastic programming
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      risk-averse models
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      convex programming
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      cutting-plane methods
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      regularization
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