Convolution bounds on quantile aggregation

DOI10.1287/OPRE.2021.0765MaRDI QIDQ6902414zbMATH OpenFDO

Authors Jose Blanchet, Henry Lam, Yang Liu, Ruodu Wang

Publication date 11 November 2025

Published in Operations Research (Search for Journal in Brave)

zbMATH Keywords

convolutionmodel uncertaintydualitydependence structurerange value at risk

Mathematics Subject Classification ID

Mathematical programming (90Cxx)

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