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Risk-Averse Two-Stage Stochastic Linear Programming: Modeling and Decomposition

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2016Time-Consistent Decisions and Temporal Decomposition of Coherent Risk Functionals66 cited
2019Data-driven two-stage distributionally robust optimization with risk aversion46 cited
2011Scenario decomposition of risk-averse multistage stochastic programming problems45 cited
2018Scenario reduction for stochastic programs with Conditional Value-at-Risk41 cited