Data-Driven Optimization of Reward-Risk Ratio Measures (Q5085482)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7548829
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Data-Driven Optimization of Reward-Risk Ratio Measures |
scientific article; zbMATH DE number 7548829 |
Statements
Data-Driven Optimization of Reward-Risk Ratio Measures (English)
0 references
27 June 2022
0 references
data-driven optimization
0 references
distributionally robust optimization
0 references
reward-risk ratio
0 references
Wasserstein metric
0 references
fractional programming
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8509196639060974
0 references
0.8367885947227478
0 references
0.7866110801696777
0 references
0.7776240706443787
0 references
0.7745034098625183
0 references
