"Minimizing buffered probability of exceedance by progressive hedging."

R. Tyrrell Rockafellar, Stan Uryasev (2020)

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DOI: 10.1007/S10107-019-01462-4

access: closed

type: Journal Article

metadata version: 2020-07-15

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R. Tyrrell Rockafellar, Stan Uryasev:
Minimizing buffered probability of exceedance by progressive hedging. Math. Program. 181(2): 453-472 (2020)

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