Parameter estimation with expected and residual-at-risk criteria (Q999831)
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scientific article; zbMATH DE number 5505646
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| English | Parameter estimation with expected and residual-at-risk criteria |
scientific article; zbMATH DE number 5505646 |
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Parameter estimation with expected and residual-at-risk criteria (English)
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10 February 2009
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uncertain least-squares
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random uncertainty
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robust convex optimization
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value at risk
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\(\ell _{1}\) norm approximation
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0.7905584573745728
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0.7580293416976929
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0.7411721348762512
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