Optimizing over coherent risk measures and non-convexities : a robust mixed integer optimization approach (Mathematical engineering technical reports ; METR 2014-18)

Optimizing over coherent risk measures and non-convexities : a robust mixed integer optimization approach

(Mathematical engineering technical reports ; METR 2014-18)

Call No. (NDL): MA21-B877
Bibliographic ID of National Diet Library: 026009687

Material type: 図書

Author: Dimitris Bertsimas, Akiko Takeda [著]

Publisher: Department of Mathematical Informatics Graduate School of Information Science and Technology the University of Tokyo

Publication date: 2014.7

Material Format: Paper

Capacity, size, etc.: 25p ; 30cm

NDC: -

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Paper

Material Type: 図書
Title: Optimizing over coherent risk measures and non-convexities : a robust mixed integer optimization approach
Title Transcription: Optimizing over coherent risk measures and non-convexities : a robust mixed integer optimization approach
Author/Editor: Dimitris Bertsimas, Akiko Takeda [著]
Series Title: Mathematical engineering technical reports ; METR 2014-18
Publication, Distribution, etc.: Tokyo : Department of Mathematical Informatics Graduate School of Information Science and Technology the University of Tokyo
Publication Date: 2014.7
Publication Date (W3CDTF): 2014
Extent: 25p
Size: 30cm
Place of Publication (Country Code): JP
Text Language Code: eng
NDLC: MA21
Target Audience: 一般
Note (Bibliography): 文献あり
Holding library: 国立国会図書館
Call No.: MA21-B877
Data Provider (Database): 国立国会図書館 : 国立国会図書館蔵書
https://ndlsearch.ndl.go.jp
Bibliographic ID (NDL): 026009687
http://id.ndl.go.jp/bib/026009687
National Bibliography No. (JPNO): 22534064
Cataloging Rule: Nippon Cataloguing Rules 1987 Revised Edition
Bibliographic Record Category (NDL): 111