A difference of convex formulation of value-at-risk constrained optimization (Q3577837): Difference between revisions
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Revision as of 05:14, 13 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A difference of convex formulation of value-at-risk constrained optimization |
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A difference of convex formulation of value-at-risk constrained optimization (English)
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26 July 2010
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stochastic programming
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portfolio optimization
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D.C. optimization
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branch-and-bound
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