Risk-Averse Optimization in Two-Stage Stochastic Models: Computational Aspects and a Study (Q2954375)

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Risk-Averse Optimization in Two-Stage Stochastic Models: Computational Aspects and a Study
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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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