DC programming and DCA for globally solving the value-at-risk (Q1035285)
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scientific article; zbMATH DE number 5624146
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | DC programming and DCA for globally solving the value-at-risk |
scientific article; zbMATH DE number 5624146 |
Statements
DC programming and DCA for globally solving the value-at-risk (English)
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2 November 2009
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value-at-risk
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bilevel linear programming
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DC programming
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DCA
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branch- and -bound
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0.8457463
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0.83568066
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0.8264699
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0.8252041
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0.8228876
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0.8215446
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0.82108974
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