CVaR (superquantile) norm: stochastic case (Q320902): Difference between revisions

@@ Property / DOI @@
-.1016/j.ejor.2015.09.058
@@ Property / DOI: 10.1016/j.ejor.2015.09.058 / rank @@
-Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G70
@@ Property / Mathematics Subject Classification ID: 91G70 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+E05
@@ Property / Mathematics Subject Classification ID: 60E05 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+J05
@@ Property / Mathematics Subject Classification ID: 62J05 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+C25
@@ Property / Mathematics Subject Classification ID: 90C25 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6635764
@@ Property / zbMATH DE Number: 6635764 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+CVaR norm
@@ Property / zbMATH Keywords: CVaR norm / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+\(L^p\) norm
@@ Property / zbMATH Keywords: \(L^p\) norm / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+superquantile
@@ Property / zbMATH Keywords: superquantile / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+risk quadrangle
@@ Property / zbMATH Keywords: risk quadrangle / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+linear regression
@@ Property / zbMATH Keywords: linear regression / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.ejor.2015.09.058
+Normal rank
@@ Property / OpenAlex ID @@
+W1852025839
@@ Property / OpenAlex ID: W1852025839 / rank @@
+Normal rank
@@ Property / cites work @@
+Robust linear optimization under general norms.
@@ Property / cites work: Robust linear optimization under general norms. / rank @@
+Normal rank
@@ Property / cites work @@
+Applied functional analysis. Functional analysis, Sobolev spaces and elliptic differential equations
+Normal rank
@@ Property / cites work @@
+Optimization with Stochastic Dominance Constraints
+Normal rank
@@ Property / cites work @@
+A note on the complexity of \(L _{p }\) minimization
+Normal rank
@@ Property / cites work @@
+Submajorization and the Geometry of Unordered Collections
+Normal rank
@@ Property / cites work @@
+Rank-Based Estimates in the Linear Model with High Breakdown Point
+Normal rank
@@ Property / cites work @@
+Regression Quantiles
@@ Property / cites work: Regression Quantiles / rank @@
+Normal rank
@@ Property / cites work @@
+Risk preference modeling with conditional average: An application to portfolio optimization
+Normal rank
@@ Property / cites work @@
+Inequalities: theory of majorization and its applications
+Normal rank
@@ Property / cites work @@
+Norm Aggregations and OWA Operators
@@ Property / cites work: Norm Aggregations and OWA Operators / rank @@
+Normal rank
@@ Property / cites work @@
+The least trimmed quantile regression
@@ Property / cites work: The least trimmed quantile regression / rank @@
+Normal rank
@@ Property / cites work @@
+Dual Stochastic Dominance and Related Mean-Risk Models
+Normal rank
@@ Property / cites work @@
+Conditional median: a parametric solution concept for location problems
+Normal rank
@@ Property / cites work @@
+CVaR norm and applications in optimization
@@ Property / cites work: CVaR norm and applications in optimization / rank @@
+Normal rank
@@ Property / cites work @@
+Q2724706
@@ Property / cites work: Q2724706 / rank @@
+Normal rank
@@ Property / cites work @@
+Generalized deviations in risk analysis
@@ Property / cites work: Generalized deviations in risk analysis / rank @@
+Normal rank
@@ Property / cites work @@
+Risk Tuning with Generalized Linear Regression
@@ Property / cites work: Risk Tuning with Generalized Linear Regression / rank @@
+Normal rank
@@ Property / cites work @@
+A Column Generation Approach to Radiation Therapy Treatment Planning Using Aperture Modulation
+Normal rank
@@ Property / cites work @@
+Least Median of Squares Regression
@@ Property / cites work: Least Median of Squares Regression / rank @@
+Normal rank
@@ Property / cites work @@
+Q4456274
@@ Property / cites work: Q4456274 / rank @@
+Normal rank
@@ Property / cites work @@
+Statistical decision problems. Selected concepts and portfolio safeguard case studies
+Normal rank
@@ Property / DOI @@
+.1016/J.EJOR.2015.09.058
@@ Property / DOI: 10.1016/J.EJOR.2015.09.058 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:320902