Wei Chen, Shaohua Tan. Robust Value-at-Risk Optimization with Interval Random Uncertainty Set. In 22nd IEEE International Conference on Tools with Artificial Intelligence, ICTAI 2010, Arras, France, 27-29 October 2010 - Volume 1. pages 281-286, IEEE Computer Society, 2010. [doi]
@inproceedings{ChenT10-16,
title = {Robust Value-at-Risk Optimization with Interval Random Uncertainty Set},
author = {Wei Chen and Shaohua Tan},
year = {2010},
doi = {10.1109/ICTAI.2010.48},
url = {http://dx.doi.org/10.1109/ICTAI.2010.48},
tags = {optimization},
researchr = {https://researchr.org/publication/ChenT10-16},
cites = {0},
citedby = {0},
pages = {281-286},
booktitle = {22nd IEEE International Conference on Tools with Artificial Intelligence, ICTAI 2010, Arras, France, 27-29 October 2010 - Volume 1},
publisher = {IEEE Computer Society},
isbn = {978-0-7695-4263-8},
}