Robust Spectral Risk Optimization When Information on Risk Spectrum Is Incomplete (Q5139835)
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scientific article; zbMATH DE number 7284422
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust Spectral Risk Optimization When Information on Risk Spectrum Is Incomplete |
scientific article; zbMATH DE number 7284422 |
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Robust Spectral Risk Optimization When Information on Risk Spectrum Is Incomplete (English)
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11 December 2020
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robust spectral risk measure
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robust spectral risk optimization
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step-like approximation
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alternating iterative algorithm
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statistical robustness
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