Polyhedral coherent risk measures and robust optimization (Q2174056)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Polyhedral coherent risk measures and robust optimization |
scientific article |
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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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