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INFORMATICALT   2016
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INFORMATICALT
2016
8 years 15 days ago
Nonlinear Stochastic Programming Involving CVaR in the Objective and Constraints
Abstract. The nonlinear stochastic programming problem involving CVaR in the objective and constraints is considered. Solving the latter problem in a framework of bi-level stochast...
Valerijonas Dumskis, Leonidas Sakalauskas
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