Free Access
Math. Model. Nat. Phenom.
Volume 5, Number 7, 2010
JANO9 – The 9th International Conference on Numerical Analysis and Optimization
Page(s) 103 - 108
Published online 26 August 2010
  1. R. T. Rockafeller, S. Uryasev. Optimization of conditional value-at-risk. Journal of Risk, 2 (2000), No. 3, 21–42. [Google Scholar]
  2. S. Uryasev. Conditional value-at-risk: optimization algorithms and applications. Financial Engineering News, (2000), No. 14, 1–5. [Google Scholar]
  3. I. Das, J. E. Dennis. Normal boundary intersection, a new methode for generating the Pareto surface in nonlinear multicreteria optimization problems. SIAM J. Optimization, 8 (1998), No. 3, 631–657. [CrossRef] [Google Scholar]
  4. C. Bonnemoy. La méthode du recuit simulé: restauration des images, reconnaissance de Surfaces. R.A.I.R.O. Automatique-Productique Informatique Industrielle, 25 (1991), No. 5, 497–517. [Google Scholar]
  5. H. M. Markowitz. Portfolio selection. Journal of Finance, 1 (1952), No. 7, 77–91. [CrossRef] [Google Scholar]
  6. J. C. Spall. Multivariate stochastic approximation using a simultaneous perturbation gradient approximation. IEEE Transactions on Automatic Control, 37 (1992), No. 3, 332–341. [CrossRef] [Google Scholar]
  7. R. T. Rockafeller, S. Uryasev. Conditional value-at-risk for general loss distributions. Journal of Banking and Finance, 26 (2002), No. 7, 1443–1471. [CrossRef] [Google Scholar]
  8. Q. Yuan, Z. He, H. Leng. A hybrid genetic algorithm for a class of global optimization problems with box constraints. Applied Mathematics and Computation, 197 (2008), No. 2, 924–929. [CrossRef] [MathSciNet] [Google Scholar]
  9. I. G. Tsoulos. Modifications of real code genetic algorithm for global optimization. Applied Mathematics and Computation, 203 (2008), No. 2, 598–607. [CrossRef] [MathSciNet] [Google Scholar]

Current usage metrics show cumulative count of Article Views (full-text article views including HTML views, PDF and ePub downloads, according to the available data) and Abstracts Views on Vision4Press platform.

Data correspond to usage on the plateform after 2015. The current usage metrics is available 48-96 hours after online publication and is updated daily on week days.

Initial download of the metrics may take a while.