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"Distributionally Robust Reward-Risk Ratio Optimization with Moment ..."

Yongchao Liu, Rudabeh Meskarian, Huifu Xu (2017)

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DOI: 10.1137/16M106114X

access: closed

type: Journal Article

metadata version: 2023-06-26

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Yongchao Liu, Rudabeh Meskarian, Huifu Xu:
Distributionally Robust Reward-Risk Ratio Optimization with Moment Constraints. SIAM J. Optim. 27(2): 957-985 (2017)

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