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Convex approximations for two-stage mixed-integer mean-risk recourse models with conditional value-at-risk.
E. Ruben van Beesten
Ward Romeijnders
Published in:
Math. Program. (2020)
Keyphrases
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mixed integer
linear program
convex hull
linear programming
particle filter
genetic algorithm
decision making
prior knowledge
probabilistic model
supervised learning
markov random field
feasible solution
continuous variables
mixed integer programming