Probabilistic solutions for a class of deterministic optimal allocation problems (Q1696457)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Probabilistic solutions for a class of deterministic optimal allocation problems
scientific article

    Statements

    Probabilistic solutions for a class of deterministic optimal allocation problems (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    14 February 2018
    0 references
    optimal allocation
    0 references
    constrained optimization
    0 references
    comonotonicity
    0 references
    stop-loss transform
    0 references

    Identifiers