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"Buffered Probability of Exceedance: Mathematical Properties and Optimization."

Alexander Mafusalov, Stan Uryasev (2018)

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DOI: 10.1137/15M1042644

access: closed

type: Journal Article

metadata version: 2020-06-08

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Alexander Mafusalov, Stan Uryasev:
Buffered Probability of Exceedance: Mathematical Properties and Optimization. SIAM J. Optim. 28(2): 1077-1103 (2018)

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