Optimizing over coherent risk measures and non-convexities: a robust mixed integer optimization approach (Q902084): Difference between revisions
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Revision as of 20:18, 29 February 2024
scientific article
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| English | Optimizing over coherent risk measures and non-convexities: a robust mixed integer optimization approach |
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Optimizing over coherent risk measures and non-convexities: a robust mixed integer optimization approach (English)
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7 January 2016
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coherent risk measure minimization
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robust optimization
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nonconvexity
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portfolio optimization
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binary classification
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