New reformulations for probabilistically constrained quadratic programs (Q296982): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Created claim: DBLP publication ID (P1635): journals/eor/HsiaWL14, #quickstatements; #temporary_batch_1731475607626 |
||
| Property / DBLP publication ID | |||
| Property / DBLP publication ID: journals/eor/HsiaWL14 / rank | |||
Normal rank | |||
Latest revision as of 06:28, 13 November 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | New reformulations for probabilistically constrained quadratic programs |
scientific article |
Statements
New reformulations for probabilistically constrained quadratic programs (English)
0 references
24 June 2016
0 references
quadratic programming
0 references
probabilistic constraint
0 references
semi-definite programming
0 references
mixed-integer quadratic program
0 references
value-at-risk/variance portfolio selection
0 references
0 references
0 references
0 references
0 references
0 references
0 references
