WebDec 10, 2024 · A modified exchange algorithm for distributional robust optimization and applications in risk management - Sun - 2024 - International Transactions in Operational Research - Wiley Online Library Article Free to Read A modified exchange algorithm for distributional robust optimization and applications in risk management WebApr 23, 2024 · Li Lin, Jincan Zhang, Luzhao Sun, Kaicheng Jia, Hailin Peng & Zhongfan Liu Academy for Advanced Interdisciplinary Studies, Peking University, Beijing, 100871, China Jincan Zhang, Jiayu Li & Luzhao Sun
Assortative Matching and Risk Sharing by Sanxi Li, Hailin Sun, …
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WebOct 4, 2024 · Hailin Sun, Xiao Luo & Quanguo Zheng Journal of Global Optimization 70 , 131–158 ( 2024) Cite this article 1008 Accesses 12 Citations Metrics Abstract Distributionally robust optimization (DRO) has become a popular research topic since it can solve stochastic programs with ambiguous distribution information. WebHailin Sun, Dali Zhang, Soon-Yi Wu, Liang Cheng: A modified exchange algorithm for distributional robust optimization and applications in risk management. Int. Trans. Oper. … WebHailin Sun, Sanxi Li and Tong Wang. Toulouse School of Economics, Toulouse School of Economics and University of Edinburgh Downloads 63 (469,949) View PDF; Download; Abstract: Bargaining, Nash Solution, Rubinstein Bargaining Solution, risk sharing, change in risk, decreasing absolute risk aversion. body mounted bowl holder