Robust Value-at-Risk Optimization with Interval Random Uncertainty Set.
https://doi.org/10.1109/ICTAI.2010.48
@inproceedings{DBLP:conf/ictai/ChenT10,
author = {Wei Chen and
Shaohua Tan},
title = {Robust Value-at-Risk Optimization with Interval Random Uncertainty
Set},
booktitle = {22nd {IEEE} International Conference on Tools with Artificial Intelligence,
{ICTAI} 2010, Arras, France, 27-29 October 2010 - Volume 1},
pages = {281--286},
publisher = {{IEEE} Computer Society},
year = {2010},
url = {https://doi.org/10.1109/ICTAI.2010.48},
doi = {10.1109/ICTAI.2010.48},
timestamp = {Fri, 26 May 2017 00:51:10 +0200},
biburl = {https://dblp.org/rec/conf/ictai/ChenT10.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
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