Stress testing for risk-averse stochastic programs (Q2945115)
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scientific article; zbMATH DE number 6479824
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| English | Stress testing for risk-averse stochastic programs |
scientific article; zbMATH DE number 6479824 |
Statements
9 September 2015
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stochastic programming
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robustness
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stress testing
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contamination
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CVaR
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spectral risk measures
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0.826977014541626
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0.8145397305488586
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0.8126083612442017
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0.7984731197357178
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