Distributionally robust discrete optimization with Entropic...

Distributionally robust discrete optimization with Entropic Value-at-Risk

Zhuoyu Long, Daniel, Qi, Jin
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Volume:
42
Language:
english
Journal:
Operations Research Letters
DOI:
10.1016/j.orl.2014.09.004
Date:
December, 2014
File:
PDF, 311 KB
english, 2014
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