A framework for optimization under ambiguity (Q1931627): Difference between revisions
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Revision as of 05:15, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A framework for optimization under ambiguity |
scientific article |
Statements
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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