Simulation optimization of risk measures with adaptive risk levels (Q1753134)
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scientific article; zbMATH DE number 6873198
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| default for all languages | No label defined |
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| English | Simulation optimization of risk measures with adaptive risk levels |
scientific article; zbMATH DE number 6873198 |
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Simulation optimization of risk measures with adaptive risk levels (English)
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25 May 2018
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simulation optimization
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risk measures
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black-box simulation
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adaptive risk level
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0.8008115291595459
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0.7790085673332214
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0.7754327654838562
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0.7718266248703003
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