A D.C. Formulation of Value-at-Risk constrained Optimization

David Wozabal, Ronald Hochreiter, Georg Pflug

Publikation: Wissenschaftliche Fachzeitschrift › Originalbeitrag in Fachzeitschrift › Begutachtung

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@article{2a4eb73be7ce4fc89a15ecb7d91b60b8,

title = "A D.C. Formulation of Value-at-Risk constrained Optimization",

author = "David Wozabal and Ronald Hochreiter and Georg Pflug",

year = "2009",

month = oct,

day = "1",

language = "English",

volume = "59",

pages = "377 -- 400",

journal = "Optimization",

issn = "0233-1934",

publisher = "Taylor and Francis Ltd.",

number = "3",

}