Open-Pit Mining with Uncertainty: A Conditional Value-at-Risk Approach

DOI10.1007/978-1-4614-5134-1_8zbMath1375.90328OpenAlexW1515700125MaRDI QIDQ4596157

Henry Amankwah, Torbjörn Larsson, Björn Textorius

Publication date: 30 November 2017

Published in: Optimization Theory, Decision Making, and Operations Research Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-1-4614-5134-1_8

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Integer programming (90C10) Stochastic programming (90C15) Financial applications of other theories (91G80)

Cites Work

• Portfolio optimization by minimizing conditional value-at-risk via nondifferentiable optimization
• Conditional value at risk and related linear programming models for portfolio optimization
• Credit risk optimization with conditional Value-at-Risk criterion
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