Parameter estimation with expected and residual-at-risk criteria (Q999831)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter estimation with expected and residual-at-risk criteria |
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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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