Robust Decisions under Risk for Imprecise Probabilities
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Publication:4558801
DOI10.1007/978-3-642-22884-1_3zbMath1418.91173OpenAlexW62257797MaRDI QIDQ4558801
Publication date: 30 November 2018
Published in: Lecture Notes in Economics and Mathematical Systems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-642-22884-1_3
uncertaintyportfolio optimizationconditional value-at-riskrobust decision makingmax-min optimization
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