Buffered Probability of Exceedance: Mathematical Properties and Optimization
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Publication:4637507
DOI10.1137/15M1042644zbMath1395.90191MaRDI QIDQ4637507
Stan Uryasev, Alexander Mafusalov
Publication date: 24 April 2018
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
conditional value-at-risksuperquantilebuffered probability of exceedanceprobability of exceedancebPOEsuperdistribution
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