Optimization of Convex Risk Functions (Q5387990): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set OpenAlex properties. |
||
(One intermediate revision by one other user not shown) | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W3125145310 / rank | |||
Normal rank |
Latest revision as of 20:15, 19 March 2024
scientific article; zbMATH DE number 5279683
Language | Label | Description | Also known as |
---|---|---|---|
English | Optimization of Convex Risk Functions |
scientific article; zbMATH DE number 5279683 |
Statements
Optimization of Convex Risk Functions (English)
0 references
27 May 2008
0 references
convex analysis
0 references
stochastic optimization
0 references
risk measures
0 references
duality
0 references