CVaR norm and applications in optimization (Q476266): Difference between revisions

@@ Property / DOI @@
-.1007/s11590-013-0713-7
@@ Property / DOI: 10.1007/s11590-013-0713-7 / rank @@
-Normal rank
@@ Property / describes a project that uses @@
+Portfolio Safeguard
@@ Property / describes a project that uses: Portfolio Safeguard / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+XPRESS
@@ Property / describes a project that uses: XPRESS / 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/10.1007/s11590-013-0713-7
+Normal rank
@@ Property / OpenAlex ID @@
+W2054922103
@@ Property / OpenAlex ID: W2054922103 / 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 @@
+The Price of Robustness
@@ Property / cites work: The Price of Robustness / rank @@
+Normal rank
@@ Property / cites work @@
+CVaR (superquantile) norm: stochastic case
@@ Property / cites work: CVaR (superquantile) norm: stochastic case / rank @@
+Normal rank
@@ Property / cites work @@
+Q2724706
@@ Property / cites work: Q2724706 / rank @@
+Normal rank
@@ Property / cites work @@
+Equivalent Subgradient Versions of Hamiltonian and Euler–Lagrange Equations in Variational Analysis
+Normal rank
@@ Property / DOI @@
+.1007/S11590-013-0713-7
@@ Property / DOI: 10.1007/S11590-013-0713-7 / rank @@
+Normal rank