CVaR norm and applications in optimization

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Publication:476266

DOI10.1007/s11590-013-0713-7zbMath1332.90280OpenAlexW2054922103MaRDI QIDQ476266

Stan Uryasev, Konstantin Pavlikov

Publication date: 28 November 2014

Published in: Optimization Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11590-013-0713-7




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