CVaR norm and applications in optimization

Published 2014 View Full Article

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Title
CVaR norm and applications in optimization
Authors
Keywords
CVaR norm, <span class=InlineEquation id=IEq5>(L_{p}), Projection
Journal
Optimization Letters
Volume 8, Issue 7, Pages 1999-2020
Publisher
Springer Nature
Online
2014-01-22
DOI
10.1007/s11590-013-0713-7

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