scientific article; zbMATH DE number 6277888

zbMath1401.91514MaRDI QIDQ5405658

Feng-Hua Wen, Zhi-feng Dai

Publication date: 2 April 2014

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

robust optimizationsecond-order cone programming (SOCP)conditional value at risk (CVaR)line programming (LP)

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Linear programming (90C05) Portfolio theory (91G10)

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Uses Software

• SeDuMi

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