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Utility-based shortfall risk : efficient computations via Monte Carlo
Hu, Zhaolin; Zhang, Dali - In: Naval research logistics : an international journal 65 (2018) 5, pp. 378-392
Persistent link: https://www.econbiz.de/10011969327
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Iteratively sampling scheme for stochastic optimization with variable number sample path
Hao, Shuang; Zhang, Dali; Dong, Ming - In: Operations research letters 50 (2022) 3, pp. 347-355
Persistent link: https://www.econbiz.de/10013364106