Old-new methods for computing subdifferential formulae for convex risk functions

MaRDI QIDQ5497252zbMATH OpenFDO

Authors Alina-Ramona Baias, Delia-Maria Nechita

Publication date 3 February 2015

zbMATH Keywords

convex risk functionsconvex subdifferentialmean absolute deviation

Mathematics Subject Classification ID

Convex programming (90C25)

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Cited in

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• Numerical computation of convex risk measures
• Looking for appropriate qualification conditions for subdifferential formulae and dual representations for convex risk measures

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