Pages that link to "Item:Q5891578"
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The following pages link to Worst-case CVaR based portfolio optimization models with applications to scenario planning (Q5891578):
Displaying 6 items.
- CBLIB 2014: a benchmark library for conic mixed-integer and continuous optimization (Q298162) (← links)
- Dimension reduction for semidefinite programs via Jordan algebras (Q2188241) (← links)
- Exploiting symmetry in copositive programs via semidefinite hierarchies (Q2349140) (← links)
- CSDP, A C library for semidefinite programming (Q4504795) (← links)
- SDPLIB 1.2, a library of semidefinite programming test problems (Q4504799) (← links)
- Strong practical stability and stabilization of uncertain discrete linear repetitive processes (Q5397314) (← links)