Bridging k-sum and CVaR optimization in MILP
Carlo Filippi, Włodzimierz Ogryczak, M. Grazia Speranza
| Year of publication: |
2019
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|---|---|
| Authors: | Filippi, Carlo ; Ogryczak, Włodzimierz ; Speranza, Maria Grazia |
| Published in: |
Computers & operations research : and their applications to problems of world concern ; an international journal. - Oxford [u.a.] : Elsevier, ISSN 0305-0548, ZDB-ID 194012-0. - Vol. 105.2019, p. 156-166
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| Subject: | Integer programming | k-sum optimization | Minimax/Maximin | Inequality | Fairness | Equitability | Conditional Value-at-Risk | Mathematische Optimierung | Mathematical programming | Risikomaß | Risk measure | Ganzzahlige Optimierung | Theorie | Theory | Gerechtigkeit | Justice | Portfolio-Management | Portfolio selection | Einkommensverteilung | Income distribution |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.cor.2019.01.010 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011997088