An Efficient Scenario Reduction Method for Problems with Higher Moment Coherent Risk Measures

IF 2.3 4区计算机科学 Q3 COMPUTER SCIENCE, INTERDISCIPLINARY APPLICATIONS

Informs Journal on Computing Pub Date : 2024-06-18 DOI:10.1287/ijoc.2022.0375

Xiaolei He, Weiguo Zhang

引用次数: 0

Abstract

INFORMS Journal on Computing, Ahead of Print.

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针对高矩阵相干风险度量问题的高效情景还原法

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本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Informs Journal on Computing 工程技术-计算机：跨学科应用

CiteScore

4.20

自引率

14.30%

发文量

162

审稿时长

7.5 months

期刊介绍： The INFORMS Journal on Computing (JOC) is a quarterly that publishes papers in the intersection of operations research (OR) and computer science (CS). Most papers contain original research, but we also welcome special papers in a variety of forms, including Feature Articles on timely topics, Expository Reviews making a comprehensive survey and evaluation of a subject area, and State-of-the-Art Reviews that collect and integrate recent streams of research.