A framework for optimization under ambiguity (Q1931627): Difference between revisions

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Latest revision as of 13:25, 16 December 2024

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A framework for optimization under ambiguity
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    A framework for optimization under ambiguity (English)
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    15 January 2013
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    robust optimization
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    portfolio management
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    difference of convex algorithm
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    semi definite programming
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    expected shortfall
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    non-convex optimization
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