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swMATH11113MaRDI QIDQ23063

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Described by source

• Stochastic linear programming with a distortion risk constraint

Related Items (6)

Exact computation of the halfspace depth ⋮ Choosing among notions of multivariate depth statistics ⋮ A general solution for robust linear programs with distortion risk constraints ⋮ On general notions of depth for regression ⋮ Fast Computation of Tukey Trimmed Regions and Median in Dimension p > 2 ⋮ Computationally Tractable Counterparts of Distributionally Robust Constraints on Risk Measures

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