Convexity and differentiability of controlled risk

DOI10.1007/S11238-005-3219-7MaRDI QIDQ813113zbMATH OpenOpenAlexFDO

Authors L. I. Krechetov

Publication date 30 January 2006

Published in Theory and Decision (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11238-005-3219-7

zbMATH Keywords

Controlled riskconvexitydifferentiabilityViolation of Constraints

Mathematics Subject Classification ID

Set-valued and variational analysis (49J53) Probabilistic measure theory (60A10)

Cites work

• An algorithm for bicriteria optimization based on the sensitivity function
• Duality in Nonlinear Programming: A Simplified Applications-Oriented Development

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