Polyhedral coherent risk measures and robust optimization (Q2174056)
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scientific article; zbMATH DE number 7190726
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Polyhedral coherent risk measures and robust optimization |
scientific article; zbMATH DE number 7190726 |
Statements
Polyhedral coherent risk measures and robust optimization (English)
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17 April 2020
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polyhedral coherent risk measure
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conditional value-at-risk
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robust optimization
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distributionally robust optimization
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uncertainty set
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linear programming
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0.8864607214927673
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0.8827028870582581
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0.8712789416313171
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0.8574983477592468
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0.8555352091789246
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