New algorithmic framework for conditional value at risk: application to stochastic fixed-charge transportation (Q1735183)

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scientific article; zbMATH DE number 7043898
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New algorithmic framework for conditional value at risk: application to stochastic fixed-charge transportation
scientific article; zbMATH DE number 7043898

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    New algorithmic framework for conditional value at risk: application to stochastic fixed-charge transportation (English)
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    28 March 2019
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    transportation
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    stochastic mixed-integer programming
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    CVaR
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