"Conditional Value-at-Risk Approximation to Value-at-Risk Constrained ..."

L. Jeff Hong, Zhaolin Hu, Liwei Zhang (2014)

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DOI: 10.1287/IJOC.2013.0572

access: closed

type: Journal Article

metadata version: 2020-03-15

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L. Jeff Hong, Zhaolin Hu, Liwei Zhang:
Conditional Value-at-Risk Approximation to Value-at-Risk Constrained Programs: A Remedy via Monte Carlo. INFORMS J. Comput. 26(2): 385-400 (2014)

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