Risk measures in stochastic programming and robust optimization problems (Q269131): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+C15
@@ Property / Mathematics Subject Classification ID: 90C15 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6569990
@@ Property / zbMATH DE Number: 6569990 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+stochastic programming
@@ Property / zbMATH Keywords: stochastic programming / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+robust optimization
@@ Property / zbMATH Keywords: robust optimization / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+polyhedral coherent risk measure
@@ Property / zbMATH Keywords: polyhedral coherent risk measure / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+conditional value-at-risk
@@ Property / zbMATH Keywords: conditional value-at-risk / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+spectral coherent risk measure
@@ Property / zbMATH Keywords: spectral coherent risk measure / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+imprecise probabilities
@@ Property / zbMATH Keywords: imprecise probabilities / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+linear programming
@@ Property / zbMATH Keywords: linear programming / rank @@
+Normal rank

Revision as of 15:08, 27 June 2023