A Soft Robust Model for Optimization Under Ambiguity (Q3098315)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Soft Robust Model for Optimization Under Ambiguity |
scientific article |
Statements
A Soft Robust Model for Optimization Under Ambiguity (English)
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17 November 2011
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robust optimization
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ambiguity
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convex risk measures
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divergence measures
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optimized certainty equivalent
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portfolio optimization
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