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"Problem-driven scenario generation: an analytical approach for stochastic ..."

Jamie Fairbrother, Amanda Turner, Stein W. Wallace (2022)

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DOI: 10.1007/S10107-019-01451-7

access: open

type: Journal Article

metadata version: 2022-05-13

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Jamie Fairbrother, Amanda Turner, Stein W. Wallace:
Problem-driven scenario generation: an analytical approach for stochastic programs with tail risk measure. Math. Program. 191(1): 141-182 (2022)

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