Distributionally robust discrete optimization with entropic Value-at-Risk (Q1785302)
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scientific article; zbMATH DE number 6945314
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Distributionally robust discrete optimization with entropic Value-at-Risk |
scientific article; zbMATH DE number 6945314 |
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Distributionally robust discrete optimization with entropic Value-at-Risk (English)
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28 September 2018
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robust optimization
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discrete optimization
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coherent risk measure
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