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"Distributionally robust discrete optimization with Entropic Value-at-Risk."

Daniel Zhuoyu Long, Jin Qi (2014)

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DOI: 10.1016/J.ORL.2014.09.004

access: closed

type: Journal Article

metadata version: 2017-05-27

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Daniel Zhuoyu Long, Jin Qi:
Distributionally robust discrete optimization with Entropic Value-at-Risk. Oper. Res. Lett. 42(8): 532-538 (2014)

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