A difference of convex formulation of value-at-risk constrained optimization

David Wozabal, Ronald Hochreiter, Georg Pflug

Publication: Scientific journal › Journal article › peer-review

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@article{8ea8b77d07424a79aaeb1e19ead1663b,

title = "A difference of convex formulation of value-at-risk constrained optimization",

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

year = "2010",

month = may,

day = "1",

doi = "10.1080/02331931003700731",

language = "English",

volume = "58",

pages = "377 -- 400",

journal = "Optimization",

issn = "0233-1934",

publisher = "Taylor and Francis Ltd.",

number = "3",

}