Distributionally robust shortfall risk optimization model and its approximation

Location
Deutsche Nationalbibliothek Frankfurt am Main
ISSN
1436-4646
Extent
Online-Ressource
Language
Englisch
Notes
online resource.

Bibliographic citation
Distributionally robust shortfall risk optimization model and its approximation ; day:7 ; month:6 ; year:2018 ; pages:1-26
Mathematical programming ; (7.6.2018), 1-26

Classification
Mathematik

Creator
Guo, Shaoyan
Contributor
Xu, Huifu
SpringerLink (Online service)

DOI
10.1007/s10107-018-1307-z
URN
urn:nbn:de:101:1-2018081213121924883517
Rights
Der Zugriff auf das Objekt ist unbeschränkt möglich.
Last update
15.08.2025, 7:33 AM CEST

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Associated

  • Guo, Shaoyan
  • Xu, Huifu
  • SpringerLink (Online service)

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