Pages that link to "Item:Q4995064"
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The following pages link to Complexity Results and Effective Algorithms for Worst-Case Linear Optimization Under Uncertainties (Q4995064):
Displaying 7 items.
- An efficient global algorithm for worst-case linear optimization under uncertainties based on nonlinear semidefinite relaxation (Q2044572) (← links)
- How is systemic risk amplified by three typical financial networks (Q2676166) (← links)
- A new global algorithm for factor-risk-constrained mean-variance portfolio selection (Q6064034) (← links)
- Quantifying outcome functions of linear programs: an approach based on interval-valued right-hand sides (Q6145049) (← links)
- An effective global algorithm for worst-case linear optimization under polyhedral uncertainty (Q6166102) (← links)
- Effective algorithms for separable nonconvex quadratic programming with one quadratic and box constraints (Q6166654) (← links)
- Effective algorithms for optimal portfolio deleveraging problem with cross impact (Q6178391) (← links)
