Lagrangean Decomposition for Mean-Variance Combinatorial Optimization (Q3195317)

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Lagrangean Decomposition for Mean-Variance Combinatorial Optimization
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    Lagrangean Decomposition for Mean-Variance Combinatorial Optimization (English)
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    16 October 2015
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    robust combinatorial optimization
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    mean-risk optimization
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    Lagrangean decomposition
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