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"Stochastic Programming of Time-Consistent Extensions of AVaR."

Martin Densing (2014)

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DOI: 10.1137/130905046

access: closed

type: Journal Article

metadata version: 2020-11-05

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Martin Densing:
Stochastic Programming of Time-Consistent Extensions of AVaR. SIAM J. Optim. 24(3): 993-1010 (2014)

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