Adaptive sampling strategies for risk-averse stochastic optimization with constraints (Q6190845)

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scientific article; zbMATH DE number 7800847
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Adaptive sampling strategies for risk-averse stochastic optimization with constraints
scientific article; zbMATH DE number 7800847

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    Adaptive sampling strategies for risk-averse stochastic optimization with constraints (English)
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    6 February 2024
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    stochastic optimization
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    sample size selection
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    constrained optimization
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    portfolio optimization
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    shape optimization
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