Inseparable robust reward-risk optimization models with distribution uncertainty (Q2396920)
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scientific article; zbMATH DE number 6723469
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| English | Inseparable robust reward-risk optimization models with distribution uncertainty |
scientific article; zbMATH DE number 6723469 |
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Inseparable robust reward-risk optimization models with distribution uncertainty (English)
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29 May 2017
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robust CVaR
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robust reward
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incomplete distribution
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duality theorem
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0.9198024
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0.89534533
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0.8952069
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0.8859353
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0.8825681
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0.8825058
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0.88218325
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