Computationally Tractable Counterparts of Distributionally Robust Constraints on Risk Measures (Q2832107)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Computationally Tractable Counterparts of Distributionally Robust Constraints on Risk Measures |
scientific article |
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Computationally Tractable Counterparts of Distributionally Robust Constraints on Risk Measures (English)
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7 November 2016
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risk measure
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robust counterpart
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nonlinear inequality
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robust optimization
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support functions
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