Author:
Kibzun A. I.,Chernobrovov A. I.
Subject
Control and Systems Engineering,Electrical and Electronic Engineering
Reference13 articles.
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4. Rockafellar, R.T. and Uryasev, S., Optimization of Conditional Value-at-Risk, J. Risk., 2000, vol. 2, no. 3, pp. 21–41.
5. Kibzun, A.I. and Kuznetsov, E.A., Comparison of VaR and CVaR Criteria, Autom. Remote Control, 2003, no. 7, pp. 1154–1164.
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