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Optimizing over coherent risk measures and non-convexities: a robust mixed integer optimization approach

Co-author(s): A. Takeda; 
Publication Info: Computational Optimization and Applications; 
PDF Link: https://dbertsim.mit.edu/pdfs/2015/Optimizingovercoherentriskmeasuresandnon-convexitiesarobustmixedintegeroptimizationapproach.pdf; 
Keywords: