Inseparable robust reward-risk optimization models with distribution uncertainty | |
Zhou, Yijia; Yang, Li; Xu, Lijun; Yu, Bo | |
刊名 | JAPAN JOURNAL OF INDUSTRIAL AND APPLIED MATHEMATICS
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2016 | |
卷号 | 33页码:767-780 |
关键词 | Robust CVaR Robust reward Incomplete distribution Duality theorem |
ISSN号 | 0916-7005 |
URL标识 | 查看原文 |
内容类型 | 期刊论文 |
URI标识 | http://www.corc.org.cn/handle/1471x/4373199 |
专题 | 大连理工大学 |
作者单位 | 1.Dalian Univ Technol, Sch Math Sci, Dalian 116024, Peoples R China. 2.Dalian Univ Technol, Sch Sci, Panjin 124211, Peoples R China. |
推荐引用方式 GB/T 7714 | Zhou, Yijia,Yang, Li,Xu, Lijun,et al. Inseparable robust reward-risk optimization models with distribution uncertainty[J]. JAPAN JOURNAL OF INDUSTRIAL AND APPLIED MATHEMATICS,2016,33:767-780. |
APA | Zhou, Yijia,Yang, Li,Xu, Lijun,&Yu, Bo.(2016).Inseparable robust reward-risk optimization models with distribution uncertainty.JAPAN JOURNAL OF INDUSTRIAL AND APPLIED MATHEMATICS,33,767-780. |
MLA | Zhou, Yijia,et al."Inseparable robust reward-risk optimization models with distribution uncertainty".JAPAN JOURNAL OF INDUSTRIAL AND APPLIED MATHEMATICS 33(2016):767-780. |
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