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Browsing Volume 2004 by Subject 
  • edoc-Server Home
  • Elektronische Zeitschriften
  • Stochastic Programming E-print Series (SPEPS)
  • Volume 2004
  • Browsing Volume 2004 by Subject
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  • Elektronische Zeitschriften
  • Stochastic Programming E-print Series (SPEPS)
  • Volume 2004
  • Browsing Volume 2004 by Subject

Browsing Volume 2004 by Subject "stochastic optimization"

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    • 2004-03-25Buch
      Optimization of Convex Risk Functions 
      Ruszczynski, Andrzej; Shapiro, Alexander
      We consider optimization problems involving convex risk functions. By employing techniques of convex analysis and optimization theory in vector spaces of measurable functions we develop new representation theorems for risk ...
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