| 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
 |
| 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. |
| 个性服务 |
| 查看访问统计 |
| 相关权益政策 |
| 暂无数据 |
| 收藏/分享 |
除非特别说明，本系统中所有内容都受版权保护，并保留所有权利。
修改评论