Distributionally robust optimization under distorted expectations (Q6974738)
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scientific article; zbMATH DE number 8049691
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Distributionally robust optimization under distorted expectations |
scientific article; zbMATH DE number 8049691 |
Statements
Distributionally robust optimization under distorted expectations (English)
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5 June 2025
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distributionally robust optimization
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distortion risk measure
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convex risk measure
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convex envelope
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