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Optimization and Engineering
Volumn 9, Issue 1, 2008, Pages 1-18
Robust solutions to conic quadratic problems and their applications

(3)  Boni, O a   Ben Tal, A a   Nemirovski, A a  

a NONE   (Israel)
Author keywords

Conic quadratic programming; Portfolio selection; Robust optimization; SOCP; Stable grasp
Indexed keywords

PORTFOLIO SELECTION; QUADRATIC CONSTRAINT; QUADRATIC PROBLEM; ROBUST OPTIMIZATION; ROBUST SOLUTIONS;
EID: 53149089929     PISSN: 13894420     EISSN: 15732924     Source Type: Journal    
DOI: 10.1007/s11081-007-9006-2     Document Type: Article
Times cited : (13)
References (9)
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  • 2
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    • DOI 10.1007/s101070100286
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  • 3
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    • Robust solutions of uncertain quadratic and conic-quadratic problems
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    • A Ben-Tal A Nemirovski C Roos 2002 Robust solutions of uncertain quadratic and conic-quadratic problems SIAM J Optim 13 12 535 560 1026.90065 10.1137/S1052623401392354 1951034
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  • 4
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    • (2000) Technical Report No UCB/ERL M00/59
    • El Ghaoui, L.1    Oks, M.2    Oustry, F.3
  • 6
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    • Worst-case value-at-risk and robust portfolio optimization: A conic programming approach
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    • L El Ghaoui M Oks F Oustry 2003 Worst-case value-at-risk and robust portfolio optimization: a conic programming approach Oper Res 51 4 543 556 10.1287/opre.51.4.543.16101 1991970
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.