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INFORMATICALT   2016
Wall of Fame | Most Viewed INFORMATICALT-2016 Paper
INFORMATICALT
2016
2 years 8 months 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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