Optimization with Multivariate Conditional Value-at-Risk Constraints
| Year of publication: |
2013
|
|---|---|
| Authors: | Noyan, Nilay ; Rudolf, Gábor |
| Published in: |
Operations research : the journal of the Operations Research Society of America. - Linthicum, Md : INFORMS, ISSN 0030-364X, ZDB-ID 1233890. - Vol. 61.2013, 4, p. 990-1013
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