Abdel Lisser
4
Documents
Identifiants chercheurs
- abdel-lisser
- 0000-0003-1318-6679
- Google Scholar : https://scholar.google.fr/citations?user=X05CPd0AAAAJ&hl=fr
- IdRef : 032881983
Présentation
Publications
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Distributionally Robust Chance Constrained Geometric OptimizationMathematics of Operations Research, 2022, 47 (4), pp.2950-2988. ⟨10.1287/moor.2021.1233⟩
Article dans une revue
hal-04488061v1
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Closed-Form Optimal Portfolios of Distributionally Robust Mean-CVaR Problems with Unknown Mean and VarianceApplied Mathematics and Optimization, 2017, ⟨10.1007/s00245-017-9452-y⟩
Article dans une revue
hal-01776966v1
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Stochastic geometric optimization with joint probabilistic constraintsOperations Research Letters, 2016, 44 (5), pp.687-691
Article dans une revue
hal-01476671v1
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Stochastic geometric programming with joint probabilistic constraintsCTW 2016, 2016, Gargnano, Italy. pp.56-59
Communication dans un congrès
hal-01476683v1
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