The worst-case discounted regret portfolio optimization problem (Q274372): Difference between revisions

@@ Property / author @@
+M. Dambrine
@@ Property / author: M. Dambrine / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G10
@@ Property / Mathematics Subject Classification ID: 91G10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G80
@@ Property / Mathematics Subject Classification ID: 91G80 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+C90
@@ Property / Mathematics Subject Classification ID: 90C90 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+C05
@@ Property / Mathematics Subject Classification ID: 90C05 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6572746
@@ Property / zbMATH DE Number: 6572746 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+linearization method
@@ Property / zbMATH Keywords: linearization method / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+discounted regret portfolio optimization
@@ Property / zbMATH Keywords: discounted regret portfolio optimization / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+robust optimization
@@ Property / zbMATH Keywords: robust optimization / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+uncertain distributions
@@ Property / zbMATH Keywords: uncertain distributions / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+linear programming
@@ Property / zbMATH Keywords: linear programming / rank @@
+Normal rank

Revision as of 16:12, 27 June 2023