Stochastic Optimization Problems with CVaR Risk Measure and Their Sample Average Approximation

10.1007/s10957-010-9676-3

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Bibliographic Details
Main Authors: Meng, F.W., Sun, J., Goh, M.
Other Authors: DECISION SCIENCES
Format: Article
Published: 2013
Subjects:
Online Access:http://scholarbank.nus.edu.sg/handle/10635/44000
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Institution: National University of Singapore
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