"Low order-value approach for solving VaR-constrained optimization problems."

Ernesto G. Birgin et al. (2011)

> Home

Details and statistics

DOI: 10.1007/S10898-011-9656-7

access: closed

type: Journal Article

metadata version: 2022-01-03

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/jgo/BirginBKM11
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/jgo/BirginBKM11
Ernesto G. Birgin, Luis Felipe Bueno, Natasa Krejic, José Mario Martínez:
Low order-value approach for solving VaR-constrained optimization problems. J. Glob. Optim. 51(4): 715-742 (2011)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.