Nonlinear stochastic programming involving \textit{CVaR} in the objective and constraints (Q4639668)
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scientific article; zbMATH DE number 6867746
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| default for all languages | No label defined |
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| English | Nonlinear stochastic programming involving \textit{CVaR} in the objective and constraints |
scientific article; zbMATH DE number 6867746 |
Statements
11 May 2018
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stochastic programming
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Monte Carlo method
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stochastic gradient
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CVAR
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0.8078023195266724
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0.8011058568954468
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0.7704233527183533
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0.7670570015907288
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0.7665332555770874
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