A Soft Robust Model for Optimization Under Ambiguity (Q3098315): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2159289433 / rank | |||
Normal rank | |||
Latest revision as of 21:36, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Soft Robust Model for Optimization Under Ambiguity |
scientific article |
Statements
A Soft Robust Model for Optimization Under Ambiguity (English)
0 references
17 November 2011
0 references
robust optimization
0 references
ambiguity
0 references
convex risk measures
0 references
divergence measures
0 references
optimized certainty equivalent
0 references
portfolio optimization
0 references
