Robust decisions under risk for imprecise probabilities (Q4558801)
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scientific article; zbMATH DE number 6987106
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Robust decisions under risk for imprecise probabilities |
scientific article; zbMATH DE number 6987106 |
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Robust Decisions under Risk for Imprecise Probabilities (English)
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30 November 2018
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portfolio optimization
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robust decision making
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uncertainty
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max-min optimization
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conditional value-at-risk
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0.8322968482971191
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0.8037583231925964
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0.7845519781112671
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0.7715178728103638
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0.7647940516471863
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