| Distributionally robust shortfall risk optimization model and its approximation | |
| Guo, Shaoyan; Xu, Huifu | |
| 刊名 | MATHEMATICAL PROGRAMMING
 |
| 2019 | |
| 卷号 | 174页码:473-498 |
| 关键词 | DRSR Kantorovich metric phi-divergence ball Kantorovich ball Quantitative convergence analysis |
| ISSN号 | 0025-5610 |
| URL标识 | 查看原文 |
| WOS记录号 | [DB:DC_IDENTIFIER_WOSID] |
| 内容类型 | 期刊论文 |
| URI标识 | http://www.corc.org.cn/handle/1471x/3219218 |
| 专题 | 大连理工大学 |
| 作者单位 | 1.Dalian Univ Technol, Sch Math Sci, Dalian 116024, Peoples R China. 2.Univ Southampton, Sch Math, Southampton SO17 1BJ, Hants, England. |
| 推荐引用方式 GB/T 7714 | Guo, Shaoyan,Xu, Huifu. Distributionally robust shortfall risk optimization model and its approximation[J]. MATHEMATICAL PROGRAMMING,2019,174:473-498. |
| APA | Guo, Shaoyan,&Xu, Huifu.(2019).Distributionally robust shortfall risk optimization model and its approximation.MATHEMATICAL PROGRAMMING,174,473-498. |
| MLA | Guo, Shaoyan,et al."Distributionally robust shortfall risk optimization model and its approximation".MATHEMATICAL PROGRAMMING 174(2019):473-498. |
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