Zhu Shushang

Shushang Zhu

Information about the author Shushang Zhu will soon be added to the site.
Found 2 papers in total
Time Consistency Issue in Multi-Objective Optimization
Time Consistency Issue in Multi-Objective Optimization
2011
When the conditions for applying Bellman's principle of optimality hold, the...
Worst-case conditional value-at-risk with application to robust portfolio management
Worst-case conditional value-at-risk with application to robust portfolio management
2009
This paper considers the worst-case Conditional Value-at-Risk (CVaR) in the situation...
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