Computation of Systemic Risk Measures: A Mixed-Integer Programming Approach.

Çagin Ararat Nurtai Meimanjan

Published in: Oper. Res. (2023)

Keyphrases

mixed integer programming
risk measures
column generation
lot sizing
mixed integer
production planning
robust optimization
risk averse
search algorithm
data points
logistic regression
branch and bound
long run
lagrangian relaxation
portfolio optimization