A difference of convex formulation of value-at-risk constrained optimization (Q3577837)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A difference of convex formulation of value-at-risk constrained optimization |
scientific article |
Statements
A difference of convex formulation of value-at-risk constrained optimization (English)
0 references
26 July 2010
0 references
stochastic programming
0 references
portfolio optimization
0 references
D.C. optimization
0 references
branch-and-bound
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
