Distributionally robust fractional optimization of probability of exceedance

Journal of Global Optimization 2026

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Authors: M. A. Lejeune, H. N. Nguyen

DOI: 10.1007/s10898-025-01582-6

Cited by: 2

References: 37

Fields of Study & Subjects

Risk and Portfolio Optimization Optimization and Variational Analysis Fuzzy Systems and Optimization

References 37