Low order-value approach for solving VaR-constrained optimization problems
| Year of publication: |
2011
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|---|---|
| Authors: | Birgin, E. G. ; Bueno, L. F. ; Krejić, N. ; Martínez, J. M. |
| Published in: |
Journal of global optimization : an international journal dealing with theoretical and computational aspects of seeking global optima and their applications in science, management and engineering. - Dordrecht [u.a.] : Springer, ISSN 0925-5001, ZDB-ID 1074566x. - Vol. 51.2011, 4, p. 715-743
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