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中国科学院数学与系统科学研究院机构知识库
KMS Of Academy of mathematics and systems sciences, CAS
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Date Issued：2021
Funding Project：NSF[CMMI-1131690]
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On some extended mixed integer optimization models of the Eisenberg-Noe model in systemic risk management
期刊论文
INTERNATIONAL TRANSACTIONS IN OPERATIONAL RESEARCH, 2021, 页码: 24
Authors:
Dong, Zhi-Long
;
Peng, Jiming
;
Xu, Fengmin
;
Dai, Yu-Hong
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View/Download：110/0
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Submit date：2021/04/26
financial network
systemic risk
mixed integer programming
coefficient strengthening
sequential linear optimization
