On risk evaluation and control of distributed multi-agent systems

DOI10.1007/S10957-024-02464-9MaRDI QIDQ6644269zbMATH OpenFDO

Authors Aray Almen, Darinka Dentcheva

Publication date 27 November 2024

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/S10957-024-02464-9

zbMATH Keywords

distributed risk-averse optimizationoptimal wireless information exchangerisk measures for multivariate riskrisk of complex systemsstochastic programming

Mathematics Subject Classification ID

Computational methods for problems pertaining to operations research and mathematical programming (90-08) Stochastic programming (90C15) Statistical methods; risk measures (91G70)

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Cited in

(1)

• Central limit theorems for vector-valued composite functionals with smoothing and applications

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