Polyhedral Risk Measures in Stochastic Programming (Q5317550)
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scientific article; zbMATH DE number 2206229
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Polyhedral Risk Measures in Stochastic Programming |
scientific article; zbMATH DE number 2206229 |
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Polyhedral Risk Measures in Stochastic Programming (English)
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16 September 2005
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stochastic programming
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convex risk measure
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dual decomposition
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