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"A Cross-Entropy Method for Value-at-Risk Constrained Optimization."

Duc Manh Nguyen, Le Thi Hoai An, Pham Dinh Tao (2011)

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DOI: 10.1007/978-3-642-20042-7_45

access: closed

type: Conference or Workshop Paper

metadata version: 2021-04-09

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  dblp key:
  - conf/aciids/NguyenAT11
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  - https://dblp.org/rec/conf/aciids/NguyenAT11
Duc Manh Nguyen, Le Thi Hoai An, Pham Dinh Tao:
A Cross-Entropy Method for Value-at-Risk Constrained Optimization. ACIIDS (2) 2011: 442-451

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