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  • Search: subject:"Convex and concave envelopes"
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Subject
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Bilinear constraint 1 Convex and concave envelopes 1 Estimation theory 1 Linear relaxation 1 Measurement 1 Messung 1 Multi-commodity flow 1 Pooling problem 1 Portfolio selection 1 Portfolio-Management 1 Risiko 1 Risikomaß 1 Risk 1 Risk measure 1 Schätztheorie 1 convex and concave envelopes 1 distortion risk measure 1 extreme case 1 higher-order absolute center moment 1 symmetrical random variable 1
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Undetermined 2
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Article 2
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 1 Undetermined 1
Author
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Alfaki, Mohammed 1 Haugland, Dag 1 Shao, Hui 1 Zhang, Zhe George 1
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Journal of Global Optimization 1 Mathematics of operations research 1
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ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
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Extreme-case distortion risk measures : a unification and generalization of closed-form solutions
Shao, Hui; Zhang, Zhe George - In: Mathematics of operations research 49 (2024) 4, pp. 2341-2355
Persistent link: https://www.econbiz.de/10015197921
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A multi-commodity flow formulation for the generalized pooling problem
Alfaki, Mohammed; Haugland, Dag - In: Journal of Global Optimization 56 (2013) 3, pp. 917-937
The pooling problem is an extension of the minimum cost network flow problem where the composition of the flow depends on the sources from which it originates. At each source, the composition is known. In all other nodes, the proportion of any component is given as a weighted average of its...
Persistent link: https://www.econbiz.de/10010680606
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