基于矩不确定模糊集的分布鲁棒风险-回报优化模型研究
李颖涵, 童小娇, 杨柳
The study of distributionally robust reward-risk optimization models with moment-based ambiguity set
Yinghan LI, Xiaojiao TONG, Liu YANG
运筹学学报(中英文)
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2024, (1): 77
-88
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DOI: 10.15960/j.cnki.issn.1007-6093.2024.01.006