Robust Decisions under Risk for Imprecise Probabilities (Q4558801)
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scientific article; zbMATH DE number 6987106
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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