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scientific article; zbMATH DE number 6277888
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scientific article; zbMATH DE number 6277888

    Statements

    publication date
    2 April 2014
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    Mathematics Subject Classification ID
    91G10
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    90C05
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    91G70
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    zbMATH DE Number
    6277888
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    zbMATH Keywords
    conditional value at risk (CVaR)
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    robust optimization
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    line programming (LP)
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    second-order cone programming (SOCP)
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    author
    Zhi-feng Dai
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    Feng-Hua Wen
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