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Parallel Scenario Decomposition of Risk-Averse 0-1 Stochastic Programs.
Yan Deng
Shabbir Ahmed
Siqian Shen
Published in:
INFORMS J. Comput. (2018)
Keyphrases
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risk averse
risk neutral
utility function
risk aversion
decision makers
stochastic programming
shared memory
portfolio management
special case