Models for Minimax Stochastic Linear Optimization Problems with Risk Aversion (Q3169108)

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Models for Minimax Stochastic Linear Optimization Problems with Risk Aversion
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    Models for Minimax Stochastic Linear Optimization Problems with Risk Aversion (English)
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    27 April 2011
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    minimax stochastic optimization
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    moments
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    risk aversion
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    semidefinite optimization
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