Shortfall Risk Models When Information on Loss Function Is Incomplete (Q5060520)
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scientific article; zbMATH DE number 7640307
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Shortfall Risk Models When Information on Loss Function Is Incomplete |
scientific article; zbMATH DE number 7640307 |
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Shortfall Risk Models When Information on Loss Function Is Incomplete (English)
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10 January 2023
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preference robust optimization
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utility-based shortfall risk measure
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preference elicitation
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linear programming
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tractability
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