A Cross-Entropy Method for Value-at-Risk Constrained Optimization - Université de Lorraine Access content directly
Book Section Year : 2011

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hal-03213626 , version 1 (30-04-2021)

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Duc Manh Nguyen, Hoai An Le Thi, Tao Pham Dinh. A Cross-Entropy Method for Value-at-Risk Constrained Optimization. Intelligent Information and Database Systems. Lecture Notes in Computer Science, 6592, pp.442-451, 2011, ⟨10.1007/978-3-642-20042-7_45⟩. ⟨hal-03213626⟩
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