Stochastic Optimization Problems with CVaR Risk Measure and Their Sample Average Approximation
10.1007/s10957-010-9676-3
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| Main Authors: | , , |
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| Other Authors: | |
| Format: | Article |
| Published: |
2013
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| Subjects: | |
| Online Access: | http://scholarbank.nus.edu.sg/handle/10635/44000 |
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| Institution: | National University of Singapore |