Distributionally robust expectation inequalities for structured distributions (Q1717228): Difference between revisions

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Revision as of 20:27, 19 March 2024

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Distributionally robust expectation inequalities for structured distributions
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    Distributionally robust expectation inequalities for structured distributions (English)
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    7 February 2019
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    optimal inequalities
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    extreme distributions
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    convex optimisation
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    Choquet representation
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    CVaR
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