Problem-driven scenario generation: an analytical approach for stochastic programs with tail risk measure
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Publication:2118074
DOI10.1007/s10107-019-01451-7zbMath1489.90076arXiv1511.03074OpenAlexW2991421107WikidataQ126664494 ScholiaQ126664494MaRDI QIDQ2118074
Jamie Fairbrother, Stein W. Wallace, Amanda G. Turner
Publication date: 22 March 2022
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1511.03074
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