Work

Probabilistically Constrained Linear Programs and Risk-Adjusted Controller Design

Year: 2005

Type: article

Source: SIAM Journal on Optimization

DOI: 10.1137/s1052623403430099

Authors: Constantino M. Lagoa, Xiang Li, Mario Sznaier

Institution: Pennsylvania State University

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2014838276

FWCI: 4.237

Cites: 17

Cited by: 96

Related to: 10