DYNAMIC CVAR WITH MULTI-PERIOD RISK PROBLEMS
Zhiqing MENG, Min JIANG, Qiying HU
DYNAMIC CVAR WITH MULTI-PERIOD RISK PROBLEMS
Zhiqing MENG, Min JIANG, Qiying HU
Journal of Systems Science and Complexity
.
2011, (5): 907
-918
.
DOI: 10.1007/s11424-011-9010-7
