Failure discrimination by semi-definite programming
Year of publication: |
2002
|
---|---|
Authors: | Konno, Hiroshi ; Gotoh, Jun-ya ; Uryasev, Stanislav ; Yuki, Atsushi |
Published in: |
Financial engineering, E-commerce and supply chain. - Dordrecht [u.a.] : Kluwer Acad. Publ., ISBN 1-4020-0640-3. - 2002, p. 379-396
|
Subject: | Financial Engineering | Financial engineering | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Japan |
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