A modified exchange algorithm for distributional robust optimization and applications in risk management
| Year of publication: |
2020
|
|---|---|
| Authors: | Sun, Hailin ; Zhang, Dali ; Wu, Soon‐Yi ; Chen, Liang |
| Published in: |
International Transactions in Operational Research. - Wiley, ISSN 1475-3995, ZDB-ID 2019815-2. - Vol. 29.2020, 1 (10.12.), p. 130-157
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1111/itor.12913 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012409423