Generalized robust optimization using the notion of set-valued probability (Q6933689)
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 8089940
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Generalized robust optimization using the notion of set-valued probability |
scientific article; zbMATH DE number 8089940 |
Statements
Generalized robust optimization using the notion of set-valued probability (English)
0 references
4 September 2025
0 references
robustness
0 references
set-valued probability measure
0 references
portfolio optimization
0 references
risk measure
0 references
0 references
0 references
