Distributionally robust discrete optimization with entropic Value-at-Risk (Q1785302)
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scientific article; zbMATH DE number 6945314
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|---|---|---|---|
| default for all languages | No label defined |
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| English | Distributionally robust discrete optimization with entropic Value-at-Risk |
scientific article; zbMATH DE number 6945314 |
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Distributionally robust discrete optimization with entropic Value-at-Risk (English)
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28 September 2018
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robust optimization
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discrete optimization
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coherent risk measure
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0.8072934746742249
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0.7790018320083618
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0.7691389322280884
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0.7675651907920837
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0.7592849135398865
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