Polyhedral coherent risk measures and robust optimization (Q2174056)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Polyhedral coherent risk measures and robust optimization |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Polyhedral coherent risk measures and robust optimization |
scientific article |
Statements
Polyhedral coherent risk measures and robust optimization (English)
0 references
17 April 2020
0 references
polyhedral coherent risk measure
0 references
conditional value-at-risk
0 references
robust optimization
0 references
distributionally robust optimization
0 references
uncertainty set
0 references
linear programming
0 references
0 references
