Robust ranking and portfolio optimization (Q1926870): Difference between revisions

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+https://doi.org/10.1016/j.ejor.2012.03.023
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+W2083846390
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@@ Property / cites work @@
+A robust optimization approach to dynamic pricing and inventory control with no backorders
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+TRACTABLE ROBUST EXPECTED UTILITY AND RISK MODELS FOR PORTFOLIO OPTIMIZATION
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+Technical Note—Convex Programming with Set-Inclusive Constraints and Applications to Inexact Linear Programming
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