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"Tutorial on risk neutral, distributionally robust and risk averse ..."

Alexander Shapiro (2021)

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DOI: 10.1016/J.EJOR.2020.03.065

access: closed

type: Journal Article

metadata version: 2023-05-26

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Alexander Shapiro:
Tutorial on risk neutral, distributionally robust and risk averse multistage stochastic programming. Eur. J. Oper. Res. 288(1): 1-13 (2021)

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