A smoothing sample average approximation method for stochastic optimization problems with CVaR risk measure
10.1007/s10589-010-9328-4
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| Main Authors: | , , |
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| 格式: | Article |
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2014
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| 在線閱讀: | http://scholarbank.nus.edu.sg/handle/10635/53387 |
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| 機構: | National University of Singapore |