A difference of convex formulation of value-at-risk constrained optimization (Q3577837): Difference between revisions

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Latest revision as of 01:49, 3 July 2024

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A difference of convex formulation of value-at-risk constrained optimization
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    A difference of convex formulation of value-at-risk constrained optimization (English)
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    26 July 2010
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    stochastic programming
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    portfolio optimization
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    D.C. optimization
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    branch-and-bound
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