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Sample average approximation of CVaR-based Wardrop equilibrium in routing under uncertain costs.
Ashish Cherukuri
Published in:
CoRR (2019)
Keyphrases
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sample average approximation
stochastic model
decision making
stationary points
risk measures
game theory
routing decisions
nonparametric estimation
routing protocol
optimality conditions
total cost
optimization problems
incomplete information
convergence rate
portfolio selection