CVaR minimization by the SRA algorithm (Q300852)
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scientific article; zbMATH DE number 6599330
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | CVaR minimization by the SRA algorithm |
scientific article; zbMATH DE number 6599330 |
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CVaR minimization by the SRA algorithm (English)
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29 June 2016
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risk measure
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CVaR
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stochastic programming
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numerical optimization
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