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| Title: | Low order-value approach for solving VaR-constrained optimization problems | Authors: | Birgin, E. G.; Bueno, L. F.; Krejić, Nataša |
Issue Date: | 2011 | Publication: | JOURNAL OF GLOBAL OPTIMIZATION | ISSN: | 0925-5001 Journal of Global Optimization Search Idenfier |
Type: | Article | Collation: | vol. 51 br. 4 str. 715-742 | DOI: | 10.1007/s10898-011-9656-7 | WoS-ID: | 000297665900007 | Scopus-ID: | 2-s2.0-83555172580 | URI: | https://enauka.gov.rs/handle/123456789/161541 | Project: | PRONEX-Optimization (PRONEX-CNPq/FAPERJ)[E-26/171.510/2006-APQ1] FAPESP[2005/57684-2, 2006/53768-0, 2007/06663-0, 2009/10241-0] CNPq Ministry of Science and Technological Development, Republic of Serbia[144006] |
Metadata source: | Migracija | M-category: | 21M21 |
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