α-Conservative approximation for probabilistically constrained convex programs
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Bibliographic InfoArticle provided by Springer in its journal Computational Optimization and Applications.
Volume (Year): 46 (2010)
Issue (Month): 1 (May)
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Web page: http://www.springer.com/math/journal/10589
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"A Data-Driven Optimization Heuristic for Downside Risk Minimization,"
Swiss Finance Institute Research Paper Series
06-02, Swiss Finance Institute.
- M. Gilli & E. Kellezi & H. Hysi, 2006. "A Data-Driven Optimization Heuristic for Downside Risk Minimization," Computing in Economics and Finance 2006 355, Society for Computational Economics.
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