Quantitative stability analysis for minimax distributionally robust risk optimization (Q2118071)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quantitative stability analysis for minimax distributionally robust risk optimization |
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Quantitative stability analysis for minimax distributionally robust risk optimization (English)
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22 March 2022
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distortion risk measure
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\( \zeta \)-ball
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Wasserstein ball
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quantitative stability analysis
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