Probabilistic solutions for a class of deterministic optimal allocation problems (Q1696457): Difference between revisions

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Property / DOI: 10.1016/j.cam.2017.12.052 / rank
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Latest revision as of 04:28, 11 December 2024

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Probabilistic solutions for a class of deterministic optimal allocation problems
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    Probabilistic solutions for a class of deterministic optimal allocation problems (English)
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    14 February 2018
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    optimal allocation
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    constrained optimization
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    comonotonicity
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    stop-loss transform
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