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: | Meng, F., Sun, J., Goh, M. |
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Other Authors: | CENTRE FOR MARITIME STUDIES |
Format: | Article |
Published: |
2014
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Subjects: | |
Online Access: | http://scholarbank.nus.edu.sg/handle/10635/53387 |
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Institution: | National University of Singapore |
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