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"Risk neutral reformulation approach to risk averse stochastic programming."

Rui Peng Liu, Alexander Shapiro (2020)

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DOI: 10.1016/J.EJOR.2020.01.060

access: closed

type: Journal Article

metadata version: 2023-05-26

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Rui Peng Liu, Alexander Shapiro:
Risk neutral reformulation approach to risk averse stochastic programming. Eur. J. Oper. Res. 286(1): 21-31 (2020)

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