Biconvex Models and Algorithms for Risk Management Problems

DOI10.1080/01966324.1994.10737377zbMath0828.90024OpenAlexW1980210920WikidataQ58117218 ScholiaQ58117218MaRDI QIDQ4842694

Hanif D. Sherali, Amine Alameddine, Theodore S. Glickman

Publication date: 8 January 1996

Published in: American Journal of Mathematical and Management Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01966324.1994.10737377

zbMATH Keywords

biconvex programmingrisk managementmultiple risk situationoptimal mix of available strategies

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Nonconvex programming, global optimization (90C26)

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