搜索结果: 1-1 共查到“统计学其他学科 linear programming”相关记录1条 . 查询时间(0.062 秒)
Stochastic linear programming with a distortion risk constraint
Robust optimization weighted-mean trimmed regions central regions coherent risk measure spectral risk measure mean-risk portfolio.
2012/9/17
Linear optimization problems are investigated whose parametersare uncertain. We apply coherent distortion risk measures to capture the pos-sible violation of a restriction. Each risk constraint induce...