AN EQUIVALENCE THEOREM OF BILEVEL CONDITIONAL VALUE-AT-RISK MODEL OF MULTI-FOLLOWER

SHEN Rui, JIANG Min,MENG Zhiqing

Journal of Systems Science and Mathematical Sciences ›› 2015, Vol. 35 ›› Issue (5) : 556-565.

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中国科学院数学与系统科学研究院期刊网
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Journal of Systems Science and Mathematical Sciences ›› 2015, Vol. 35 ›› Issue (5) : 556-565. DOI: 10.12341/jssms12562

AN EQUIVALENCE THEOREM OF BILEVEL CONDITIONAL VALUE-AT-RISK MODEL OF MULTI-FOLLOWER

  • SHEN Rui, JIANG Min ,MENG Zhiqing
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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Mathematical Sciences, 2015, 35(5): 556-565 https://doi.org/10.12341/jssms12562

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