Solutions to VaR/CVaR optimization problems for decision making under uncertainty

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Solutions to VaR/CVaR optimization problems for decision making under uncertainty

Name of awarding university/degree: 筑波大学,博士（工学）,Doctor of Philosophy in Engineering

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Material Type: 博士論文
Title: Solutions to VaR/CVaR optimization problems for decision making under uncertainty
Author/Editor: 高野, 祐一
Author Heading: 高野, 祐一
Publication Date: 2010
Publication Date (W3CDTF): 2010
Degree grantor/type: 筑波大学
Date Granted: 2010-03-25
Dissertation Number: 甲第5316号
Degree Type: 博士（工学）
Doctor of Philosophy in Engineering
Text Language Code: jpn
Target Audience: 一般
Note (General): 2009
Includes bibliographical references (p. 101-108)
Format (IMT): application/pdf
Source: fulltext
https://tsukuba.repo.nii.ac.jp/record/20187/files/1.pdf
Access Restrictions: インターネット公開
Data Provider (Database): 国立情報学研究所 : 学術機関リポジトリデータベース（IRDB）（機関リポジトリ）
https://irdb.nii.ac.jp
Original Data Provider (Database): 筑波大学 : つくばリポジトリ