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Generalized order-value optimization

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  • José Martínez

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  • José Martínez, 2012. "Generalized order-value optimization," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 20(1), pages 75-98, April.
    • Handle: RePEc:spr:topjnl:v:20:y:2012:i:1:p:75-98
    DOI: 10.1007/s11750-010-0169-1
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    References listed on IDEAS

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    1. Birgin, E. G. & Martinez, J. M. & Ronconi, D. P., 2003. "Minimization subproblems and heuristics for an applied clustering problem," European Journal of Operational Research, Elsevier, vol. 146(1), pages 19-34, April.
    2. Rockafellar, R. Tyrrell & Uryasev, Stanislav, 2002. "Conditional value-at-risk for general loss distributions," Journal of Banking & Finance, Elsevier, vol. 26(7), pages 1443-1471, July.
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    Cited by:

    1. Zhongyi Jiang & Qiying Hu & Xiaojin Zheng, 2017. "Optimality condition and complexity of order-value optimization problems and low order-value optimization problems," Journal of Global Optimization, Springer, vol. 69(2), pages 511-523, October.

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