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  • Search: subject:"mixed 0-1Deterministic Equivalent Model"
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Year of publication
Subject
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CVAR 1 Decision under uncertainty 1 Entscheidung unter Unsicherheit 1 Mathematical programming 1 Mathematische Optimierung 1 Mixed 0-1 deterministic equivalent model 1 Multistage stochastic mixed 0-1 Optimization 1 Multistage stohasti mixed 0-1 optimization 1 Portfolio selection 1 Portfolio-Management 1 Probability theory 1 Risiko 1 Risikoaversion 1 Risk 1 Risk averse measures 1 Risk aversion 1 Scenario clustering 1 Stochastic dominance constraints 1 Stochastic process 1 Stochastischer Prozess 1 Theorie 1 Theory 1 VaR 1 Wahrscheinlichkeitsrechnung 1 mean-risk 1 mixed 0-1Deterministic Equivalent Model 1 risk aversion measures, 1 senario analysis 1 senario immunization 1 stohastic dominane constraints 1
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Online availability
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Free 1 Undetermined 1
Type of publication
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Article 1 Book / Working Paper 1
Type of publication (narrower categories)
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Arbeitspapier 1 Article in journal 1 Aufsatz in Zeitschrift 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
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English 2
Author
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Escudero, Laureano F. 2 Garín, María Araceli 2 Merino, María 2 Pérez, Gloría 2 Aranburu Laka, Larraitz 1
Published in...
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Biltoki : documentos de trabajo 1 European journal of operational research : EJOR 1
Source
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ECONIS (ZBW) 2
Showing 1 - 2 of 2
Cover Image
On time stochastic dominance induced by mixed integer-linear recourse in multistage stochastic programs
Escudero, Laureano F.; Garín, María Araceli; Merino, … - In: European journal of operational research : EJOR 249 (2016) 1, pp. 164-176
Persistent link: https://www.econbiz.de/10011435773
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Cover Image
Risk management for mathematical optimization under uncertainty
Aranburu Laka, Larraitz; Escudero, Laureano F.; Garín, … - 2016
Persistent link: https://www.econbiz.de/10011800431
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