Author:
Lin Gui-Hua,Luo Mei-Ju,Zhang Jin
Funder
National Natural Science Foundation of China (CN)
the Humanity and Social Science Foundation of Ministry of Education of China
the Innovation Program of Shanghai Municipal Education Commission
the Scientific Research Fund of Liaoning Provincial Education Department
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Management Science and Operations Research,Control and Optimization,Computer Science Applications
Reference32 articles.
1. Alexander, S., Coleman, T.F., Li, Y.: Minimizing CVaR and VaR for a portfolio of derivatives. J. Bank. Finance 30, 583–605 (2006)
2. Clarke, F.H.: Optimization and Nonsmooth Analysis. Wiley, New York (1983)
3. Ermoliev, Y.M.: Stochatic Programming Methods. Nauka, Moscow (1976)
4. Fischer, A.: A special Newton-type optimization method. Optimization 24, 269–284 (1992)
5. Fukushima, M., Lin, G.H.: Smoothing methods for mathematical programs with equilibrium constraints. In: Proceedings of the ICKS’04, IEEE Computer Society, pp. 206–213. (2004)
Cited by
2 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献