Conditional value-at-risk approximation to value-at-risk constrained programs: A remedy via Monte Carlo

Research output: Contribution to journalArticlepeer-review

11 Scopus citations

Fingerprint

Dive into the research topics of 'Conditional value-at-risk approximation to value-at-risk constrained programs: A remedy via Monte Carlo'. Together they form a unique fingerprint.

Keyphrases

Mathematics

Engineering

Computer Science