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