Duc Manh Nguyen, Le Thi Hoai An, Pham Dinh Tao. A Cross-Entropy Method for Value-at-Risk Constrained Optimization. In Ngoc Thanh Nguyen, Chonggun Kim, Adam Janiak, editors, Intelligent Information and Database Systems - Third International Conference, ACIIDS 2011, Daegu, Korea, April 20-22, 2011, Proceedings, Part II. Volume 6592 of Lecture Notes in Computer Science, pages 442-451, Springer, 2011. [doi]
Abstract is missing.