DC programming and DCA for globally solving the value-at-risk (Q1035285)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: DC programming and DCA for globally solving the value-at-risk |
scientific article; zbMATH DE number 5624146
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | DC programming and DCA for globally solving the value-at-risk |
scientific article; zbMATH DE number 5624146 |
Statements
DC programming and DCA for globally solving the value-at-risk (English)
0 references
2 November 2009
0 references
value-at-risk
0 references
bilevel linear programming
0 references
DC programming
0 references
DCA
0 references
branch- and -bound
0 references
0 references
0 references
0.8457463
0 references
0.83568066
0 references
0.8264699
0 references
0.8252041
0 references
0.8228876
0 references
0.8215446
0 references
0.82108974
0 references
