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Models for Minimax Stochastic Linear Optimization Problems with Risk Aversion
Bertsimas, Dimitris, Doan, Xuan Vinh, Natarajan, Karthik, Teo, Chung-PiawVolume:
35
Langue:
english
Journal:
Mathematics of Operations Research
DOI:
10.1287/moor.1100.0445
Date:
August, 2010
Fichier:
PDF, 401 KB
english, 2010