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"Efficient optimization of the reward-risk ratio with polyhedral risk measures."

Wlodzimierz Ogryczak, Michal Przyluski, Tomasz Sliwinski (2017)

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DOI: 10.1007/S00186-017-0613-1

access: closed

type: Journal Article

metadata version: 2020-03-03

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  - journals/mmor/OgryczakPS17
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  - https://dblp.org/rec/journals/mmor/OgryczakPS17
Wlodzimierz Ogryczak, Michal Przyluski, Tomasz Sliwinski:
Efficient optimization of the reward-risk ratio with polyhedral risk measures. Math. Methods Oper. Res. 86(3): 625-653 (2017)

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