A general solution for robust linear programs with distortion risk constraints (Q492796)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A general solution for robust linear programs with distortion risk constraints |
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A general solution for robust linear programs with distortion risk constraints (English)
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21 August 2015
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robust optimization
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data depth
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weighted-mean trimmed regions
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coherent risk measure
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multivariate risk measure
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robust classification
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algorithm
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