div class=ts-pagebuttonPage 1button div class=ts-image amp-img class=ts-thumb alt=Page 1: mathcolumbiaedumathcolumbiaedu~chekhlovWorldScientific--SupplyChainFinance2… · 13 and the resulting problem is linear CVaR is known also as Mean Ex- cess Loss Mean Shortfall src=https:reader033vdocumentssitereader033viewer20220602155f05b7c17e708231d4145a93html5thumbnails1jpg width=142 height=106 layout=responsive amp-img divdivdiv class=ts-pagebuttonPage 2button div class=ts-image amp-img class=ts-thumb alt=Page 2: mathcolumbiaedumathcolumbiaedu~chekhlovWorldScientific--SupplyChainFinance2… · 13 and the resulting problem is linear CVaR is known also as Mean Ex- cess Loss Mean Shortfall src=https:reader033vdocumentssitereader033viewer20220602155f05b7c17e708231d4145a93html5thumbnails2jpg width=142 height=106 layout=responsive amp-img divdivdiv class=ts-pagebuttonPage 3button div class=ts-image amp-img class=ts-thumb alt=Page 3: mathcolumbiaedumathcolumbiaedu~chekhlovWorldScientific--SupplyChainFinance2… · 13 and the resulting problem is linear CVaR is known also as Mean Ex- cess Loss Mean Shortfall src=https:reader033vdocumentssitereader033viewer20220602155f05b7c17e708231d4145a93html5thumbnails3jpg width=142 height=106 layout=responsive amp-img divdivdiv class=ts-pagebuttonPage 4button div class=ts-image amp-img class=ts-thumb alt=Page 4: mathcolumbiaedumathcolumbiaedu~chekhlovWorldScientific--SupplyChainFinance2… · 13 and the resulting problem is linear CVaR is known also as Mean Ex- cess Loss Mean Shortfall src=https:reader033vdocumentssitereader033viewer20220602155f05b7c17e708231d4145a93html5thumbnails4jpg width=142 height=106 layout=responsive amp-img divdivdiv class=ts-pagebuttonPage 5button div class=ts-image amp-img class=ts-thumb alt=Page 5: mathcolumbiaedumathcolumbiaedu~chekhlovWorldScientific--SupplyChainFinance2… · 13 and the resulting problem is linear CVaR is known also as Mean Ex- cess Loss Mean Shortfall src=https:reader033vdocumentssitereader033viewer20220602155f05b7c17e708231d4145a93html5thumbnails5jpg width=142 height=106 layout=responsive amp-img divdivdiv class=ts-pagebuttonPage 6button div class=ts-image amp-img class=ts-thumb alt=Page 6: mathcolumbiaedumathcolumbiaedu~chekhlovWorldScientific--SupplyChainFinance2… · 13 and the resulting problem is linear CVaR is known also as Mean Ex- cess Loss Mean Shortfall src=https:reader033vdocumentssitereader033viewer20220602155f05b7c17e708231d4145a93html5thumbnails6jpg width=142 height=106 layout=responsive amp-img divdivdiv class=ts-pagebuttonPage 7button div class=ts-image amp-img class=ts-thumb alt=Page 7: mathcolumbiaedumathcolumbiaedu~chekhlovWorldScientific--SupplyChainFinance2… · 13 and the resulting problem is linear CVaR is known also as Mean Ex- cess Loss Mean Shortfall src=https:reader033vdocumentssitereader033viewer20220602155f05b7c17e708231d4145a93html5thumbnails7jpg width=142 height=106 layout=responsive amp-img divdivdiv class=ts-pagebuttonPage 8button div class=ts-image amp-img class=ts-thumb alt=Page 8: mathcolumbiaedumathcolumbiaedu~chekhlovWorldScientific--SupplyChainFinance2… · 13 and the resulting problem is linear CVaR is known also as Mean Ex- cess Loss Mean Shortfall src=https:reader033vdocumentssitereader033viewer20220602155f05b7c17e708231d4145a93html5thumbnails8jpg width=142 height=106 layout=responsive amp-img divdivdiv class=ts-pagebuttonPage 9button div class=ts-image amp-img class=ts-thumb alt=Page 9: mathcolumbiaedumathcolumbiaedu~chekhlovWorldScientific--SupplyChainFinance2… · 13 and the resulting problem is linear CVaR is known also as Mean Ex- cess Loss Mean Shortfall src=https:reader033vdocumentssitereader033viewer20220602155f05b7c17e708231d4145a93html5thumbnails9jpg width=142 height=106 layout=responsive amp-img divdivdiv class=ts-pagebuttonPage 10button div class=ts-image amp-img class=ts-thumb alt=Page 10: mathcolumbiaedumathcolumbiaedu~chekhlovWorldScientific--SupplyChainFinance2… · 13 and the resulting problem is linear CVaR is known also as Mean Ex- cess Loss Mean Shortfall src=https:reader033vdocumentssitereader033viewer20220602155f05b7c17e708231d4145a93html5thumbnails10jpg width=142 height=106 layout=responsive amp-img divdivdiv class=ts-pagebuttonPage 11button div class=ts-image amp-img class=ts-thumb alt=Page 11: mathcolumbiaedumathcolumbiaedu~chekhlovWorldScientific--SupplyChainFinance2… · 13 and the resulting problem is linear CVaR is known also as Mean Ex- cess Loss Mean Shortfall src=https:reader033vdocumentssitereader033viewer20220602155f05b7c17e708231d4145a93html5thumbnails11jpg width=142 height=106 layout=responsive amp-img divdivdiv class=ts-pagebuttonPage 12button div class=ts-image amp-img class=ts-thumb alt=Page 12: mathcolumbiaedumathcolumbiaedu~chekhlovWorldScientific--SupplyChainFinance2… · 13 and the resulting problem is linear CVaR is known also as Mean Ex- cess Loss Mean Shortfall src=https:reader033vdocumentssitereader033viewer20220602155f05b7c17e708231d4145a93html5thumbnails12jpg width=142 height=106 layout=responsive amp-img divdivdiv class=ts-pagebuttonPage 13button div class=ts-image amp-img class=ts-thumb alt=Page 13: mathcolumbiaedumathcolumbiaedu~chekhlovWorldScientific--SupplyChainFinance2… · 13 and the resulting problem is linear CVaR is known also as Mean Ex- cess Loss Mean Shortfall src=https:reader033vdocumentssitereader033viewer20220602155f05b7c17e708231d4145a93html5thumbnails13jpg width=142 height=106 layout=responsive amp-img divdivdiv class=ts-pagebuttonPage 14button div class=ts-image amp-img class=ts-thumb alt=Page 14: mathcolumbiaedumathcolumbiaedu~chekhlovWorldScientific--SupplyChainFinance2… · 13 and the resulting problem is linear CVaR is known also as Mean Ex- cess Loss Mean Shortfall src=https:reader033vdocumentssitereader033viewer20220602155f05b7c17e708231d4145a93html5thumbnails14jpg width=142 height=106 layout=responsive amp-img divdivdiv class=ts-pagebuttonPage 15button div class=ts-image amp-img class=ts-thumb alt=Page 15: mathcolumbiaedumathcolumbiaedu~chekhlovWorldScientific--SupplyChainFinance2… · 13 and the resulting problem is linear CVaR is known also as Mean Ex- cess Loss Mean Shortfall src=https:reader033vdocumentssitereader033viewer20220602155f05b7c17e708231d4145a93html5thumbnails15jpg width=142 height=106 layout=responsive amp-img divdivdiv class=ts-pagebuttonPage 16button div class=ts-image amp-img class=ts-thumb alt=Page 16: mathcolumbiaedumathcolumbiaedu~chekhlovWorldScientific--SupplyChainFinance2… · 13 and the resulting problem is linear CVaR is known also as Mean Ex- cess Loss Mean Shortfall src=https:reader033vdocumentssitereader033viewer20220602155f05b7c17e708231d4145a93html5thumbnails16jpg width=142 height=106 layout=responsive amp-img divdivdiv class=ts-pagebuttonPage 17button div class=ts-image amp-img class=ts-thumb alt=Page 17: mathcolumbiaedumathcolumbiaedu~chekhlovWorldScientific--SupplyChainFinance2… · 13 and the resulting problem is linear CVaR is known also as Mean Ex- cess Loss Mean Shortfall src=https:reader033vdocumentssitereader033viewer20220602155f05b7c17e708231d4145a93html5thumbnails17jpg width=142 height=106 layout=responsive amp-img divdivdiv class=ts-pagebuttonPage 18button div class=ts-image amp-img class=ts-thumb alt=Page 18: mathcolumbiaedumathcolumbiaedu~chekhlovWorldScientific--SupplyChainFinance2… · 13 and the resulting problem is linear CVaR is known also as Mean Ex- cess Loss Mean Shortfall src=https:reader033vdocumentssitereader033viewer20220602155f05b7c17e708231d4145a93html5thumbnails18jpg width=142 height=106 layout=responsive amp-img divdivdiv class=ts-pagebuttonPage 19button div class=ts-image amp-img class=ts-thumb alt=Page 19: mathcolumbiaedumathcolumbiaedu~chekhlovWorldScientific--SupplyChainFinance2… · 13 and the resulting problem is linear CVaR is known also as Mean Ex- cess Loss Mean Shortfall src=https:reader033vdocumentssitereader033viewer20220602155f05b7c17e708231d4145a93html5thumbnails19jpg width=142 height=106 layout=responsive amp-img divdivdiv class=ts-pagebuttonPage 20button div class=ts-image amp-img class=ts-thumb alt=Page 20: mathcolumbiaedumathcolumbiaedu~chekhlovWorldScientific--SupplyChainFinance2… · 13 and the resulting problem is linear CVaR is known also as Mean Ex- cess Loss Mean Shortfall src=https:reader033vdocumentssitereader033viewer20220602155f05b7c17e708231d4145a93html5thumbnails20jpg width=142 height=106 layout=responsive amp-img divdivdiv class=ts-pagebuttonPage 21button div class=ts-image amp-img class=ts-thumb alt=Page 21: mathcolumbiaedumathcolumbiaedu~chekhlovWorldScientific--SupplyChainFinance2… · 13 and the resulting problem is linear CVaR is known also as Mean Ex- cess Loss Mean Shortfall src=https:reader033vdocumentssitereader033viewer20220602155f05b7c17e708231d4145a93html5thumbnails21jpg width=142 height=106 layout=responsive amp-img divdivdiv class=ts-pagebuttonPage 22button div class=ts-image amp-img class=ts-thumb alt=Page 22: mathcolumbiaedumathcolumbiaedu~chekhlovWorldScientific--SupplyChainFinance2… · 13 and the resulting problem is linear CVaR is known also as Mean Ex- cess Loss Mean Shortfall src=https:reader033vdocumentssitereader033viewer20220602155f05b7c17e708231d4145a93html5thumbnails22jpg width=142 height=106 layout=responsive amp-img divdivdiv class=ts-pagebuttonPage 23button div class=ts-image amp-img class=ts-thumb alt=Page 23: mathcolumbiaedumathcolumbiaedu~chekhlovWorldScientific--SupplyChainFinance2… · 13 and the resulting problem is linear CVaR is known also as Mean Ex- cess Loss Mean Shortfall src=https:reader033vdocumentssitereader033viewer20220602155f05b7c17e708231d4145a93html5thumbnails23jpg width=142 height=106 layout=responsive amp-img divdivdiv class=ts-pagebuttonPage 24button div class=ts-image amp-img class=ts-thumb alt=Page 24: mathcolumbiaedumathcolumbiaedu~chekhlovWorldScientific--SupplyChainFinance2… · 13 and the resulting problem is linear CVaR is known also as Mean Ex- cess Loss Mean Shortfall src=https:reader033vdocumentssitereader033viewer20220602155f05b7c17e708231d4145a93html5thumbnails24jpg width=142 height=106 layout=responsive amp-img divdivdiv class=ts-pagebuttonPage 25button div class=ts-image amp-img class=ts-thumb alt=Page 25: mathcolumbiaedumathcolumbiaedu~chekhlovWorldScientific--SupplyChainFinance2… · 13 and the resulting problem is linear CVaR is known also as Mean Ex- cess Loss Mean Shortfall src=https:reader033vdocumentssitereader033viewer20220602155f05b7c17e708231d4145a93html5thumbnails25jpg width=142 height=106 layout=responsive amp-img divdivdiv class=ts-pagebuttonPage 26button div class=ts-image amp-img class=ts-thumb alt=Page 26: mathcolumbiaedumathcolumbiaedu~chekhlovWorldScientific--SupplyChainFinance2… · 13 and the resulting problem is linear CVaR is known also as Mean Ex- cess Loss Mean Shortfall src=https:reader033vdocumentssitereader033viewer20220602155f05b7c17e708231d4145a93html5thumbnails26jpg width=142 height=106 layout=responsive amp-img divdivdiv class=ts-pagebuttonPage 27button div class=ts-image amp-img class=ts-thumb alt=Page 27: mathcolumbiaedumathcolumbiaedu~chekhlovWorldScientific--SupplyChainFinance2… · 13 and the resulting problem is linear CVaR is known also as Mean Ex- cess Loss Mean Shortfall src=https:reader033vdocumentssitereader033viewer20220602155f05b7c17e708231d4145a93html5thumbnails27jpg width=142 height=106 layout=responsive amp-img divdiv