CVaR-based optimization of environmental flow via the Markov lift of a mixed moving average process (Q6088563)
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scientific article; zbMATH DE number 7766660
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | CVaR-based optimization of environmental flow via the Markov lift of a mixed moving average process |
scientific article; zbMATH DE number 7766660 |
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CVaR-based optimization of environmental flow via the Markov lift of a mixed moving average process (English)
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16 November 2023
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environmental flow
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mixed moving average process
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conditional value-at-risk
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regularized risk measure
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gradient descent
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