On the global minimization of the value-at-risk (Q4657710): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 16:49, 5 March 2024
scientific article; zbMATH DE number 2145384
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the global minimization of the value-at-risk |
scientific article; zbMATH DE number 2145384 |
Statements
On the global minimization of the value-at-risk (English)
0 references
14 March 2005
0 references
linear program with equilibrium constraints
0 references
smoothing
0 references
branch-and-cut
0 references
