"Distributionally robust shortfall risk optimization model and its ..."

Shaoyan Guo, Huifu Xu (2019)

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DOI: 10.1007/S10107-018-1307-Z

access: open

type: Journal Article

metadata version: 2019-09-16

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Shaoyan Guo, Huifu Xu:
Distributionally robust shortfall risk optimization model and its approximation. Math. Program. 174(1-2): 473-498 (2019)

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