Quantitative stability analysis for minimax distributionally robust risk optimization (Q2118071)
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scientific article; zbMATH DE number 7495382
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| English | Quantitative stability analysis for minimax distributionally robust risk optimization |
scientific article; zbMATH DE number 7495382 |
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Quantitative stability analysis for minimax distributionally robust risk optimization (English)
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22 March 2022
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distortion risk measure
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\( \zeta \)-ball
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Wasserstein ball
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quantitative stability analysis
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0.8318130373954773
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0.8298389911651611
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0.8195285797119141
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0.7919111847877502
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0.7918391227722168
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