| DISTRIBUTIONALLY ROBUST REWARD-RISK RATIO PROGRAMMING WITH WASSERSTEIN METRIC | |
| Zhao, Yong; Liu, Yongchao; Yang, Xinming | |
| 刊名 | PACIFIC JOURNAL OF OPTIMIZATION
 |
| 2019 | |
| 卷号 | 15页码:69-90 |
| 关键词 | distributionally robust optimization reward-risk ratio Wasserstein metric |
| ISSN号 | 1348-9151 |
| URL标识 | 查看原文 |
| WOS记录号 | [DB:DC_IDENTIFIER_WOSID] |
| 内容类型 | 期刊论文 |
| URI标识 | http://www.corc.org.cn/handle/1471x/3217051 |
| 专题 | 大连理工大学 |
| 作者单位 | 1.Chongqing JiaoTong Univ, Coll Math & Stat, Chongqing 400074, Peoples R China. 2.Dalian Univ Technol, Sch Math Sci, Dalian 116024, Peoples R China. 3.Chongqing Normal Univ, Dept Math, Chongqing 400047, Peoples R China. |
| 推荐引用方式 GB/T 7714 | Zhao, Yong,Liu, Yongchao,Yang, Xinming. DISTRIBUTIONALLY ROBUST REWARD-RISK RATIO PROGRAMMING WITH WASSERSTEIN METRIC[J]. PACIFIC JOURNAL OF OPTIMIZATION,2019,15:69-90. |
| APA | Zhao, Yong,Liu, Yongchao,&Yang, Xinming.(2019).DISTRIBUTIONALLY ROBUST REWARD-RISK RATIO PROGRAMMING WITH WASSERSTEIN METRIC.PACIFIC JOURNAL OF OPTIMIZATION,15,69-90. |
| MLA | Zhao, Yong,et al."DISTRIBUTIONALLY ROBUST REWARD-RISK RATIO PROGRAMMING WITH WASSERSTEIN METRIC".PACIFIC JOURNAL OF OPTIMIZATION 15(2019):69-90. |
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