A smoothing sample average approximation method for stochastic optimization problems with CVaR risk measure
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Publication:763404
DOI10.1007/s10589-010-9328-4zbMath1261.90033OpenAlexW2031156654MaRDI QIDQ763404
Fanwen Meng, Jie Sun, Mark Goh
Publication date: 9 March 2012
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10589-010-9328-4
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