Handling CVaR objectives and constraints in two-stage stochastic models
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Publication:932208
DOI10.1016/j.ejor.2007.02.052zbMath1156.90007OpenAlexW2077729135MaRDI QIDQ932208
Publication date: 10 July 2008
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2007.02.052
Statistical methods; risk measures (91G70) Convex programming (90C25) Stochastic programming (90C15)
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