Varying confidence levels for CVaR risk measures and minimax limits (Q2297651)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Varying confidence levels for CVaR risk measures and minimax limits |
scientific article |
Statements
Varying confidence levels for CVaR risk measures and minimax limits (English)
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20 February 2020
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confidence level
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second order growth conditions
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semi-infinite constraints
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