Robust reward–risk ratio optimization with application in allocation of generation asset (Q2926487)
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scientific article; zbMATH DE number 6361527
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Robust reward–risk ratio optimization with application in allocation of generation asset |
scientific article; zbMATH DE number 6361527 |
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Robust reward–risk ratio optimization with application in allocation of generation asset (English)
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24 October 2014
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reward-risk measure
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performance ratio
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MIN-MAX optimization
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CVaR measure
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allocation of generation asset
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0.8646066
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0.8562885
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0.8561363
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0.8560899
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