Data-Driven Optimization of Reward-Risk Ratio Measures (Q5085482): Difference between revisions

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Latest revision as of 10:57, 29 July 2024

scientific article; zbMATH DE number 7548829
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English
Data-Driven Optimization of Reward-Risk Ratio Measures
scientific article; zbMATH DE number 7548829

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    Data-Driven Optimization of Reward-Risk Ratio Measures (English)
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    27 June 2022
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    data-driven optimization
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    distributionally robust optimization
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    reward-risk ratio
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    Wasserstein metric
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    fractional programming
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