Polymatroids and mean-risk minimization in discrete optimization (Q957370)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5374662
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Polymatroids and mean-risk minimization in discrete optimization |
scientific article; zbMATH DE number 5374662 |
Statements
Polymatroids and mean-risk minimization in discrete optimization (English)
0 references
27 November 2008
0 references
conic integer programming
0 references
value-at-risk
0 references
ellipsoidal uncertainty sets
0 references
submodular functions
0 references
0 references
0 references
0.8036836385726929
0 references
0.7800062894821167
0 references
0.7732124328613281
0 references
0.7719295620918274
0 references
0.7696744799613953
0 references
