"CVaR norm and applications in optimization."

Konstantin Pavlikov, Stan Uryasev (2014)

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DOI: 10.1007/S11590-013-0713-7

access: closed

type: Journal Article

metadata version: 2020-07-03

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Konstantin Pavlikov, Stan Uryasev:
CVaR norm and applications in optimization. Optim. Lett. 8(7): 1999-2020 (2014)

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