Bi-level optimization approach for robust mean-variance problems (Q5034717)
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scientific article; zbMATH DE number 7477168
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Bi-level optimization approach for robust mean-variance problems |
scientific article; zbMATH DE number 7477168 |
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Bi-level optimization approach for robust mean-variance problems (English)
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21 February 2022
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mean-variance model
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box uncertainty
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ellipsoidal uncertainty
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robust optimization
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bi-level optimization
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0.89059865
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0.88225514
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0.88167053
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0.8742297
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0.86848336
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0.8681244
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0.86765087
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0.86587137
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