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"Restricted risk measures and robust optimization."

Guido Lagos et al. (2015)

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DOI: 10.1016/J.EJOR.2014.09.024

access: closed

type: Journal Article

metadata version: 2020-11-03

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  - https://dblp.org/rec/journals/eor/LagosEMV15
Guido Lagos, Daniel G. Espinoza, Eduardo Moreno, Juan Pablo Vielma:
Restricted risk measures and robust optimization. Eur. J. Oper. Res. 241(3): 771-782 (2015)

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