Higher-moment buffered probability (Q2329645)
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scientific article; zbMATH DE number 7119180
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Higher-moment buffered probability |
scientific article; zbMATH DE number 7119180 |
Statements
Higher-moment buffered probability (English)
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18 October 2019
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risk measures
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chance constraints
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stochastic programming
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conditional value-at-risk
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0.7924084067344666
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0.7621107697486877
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0.7183213233947754
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0.7116169333457947
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0.7101790308952332
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