StochaTR

swMATH11113MaRDI QIDQ23063FDOQ23063

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Described by source

• Stochastic linear programming with a distortion risk constraint

Cited In (6)

• Computationally tractable counterparts of distributionally robust constraints on risk measures
• Exact computation of the halfspace depth
• On general notions of depth for regression
• Fast Computation of Tukey Trimmed Regions and Median in Dimension p > 2
• Choosing among notions of multivariate depth statistics
• A general solution for robust linear programs with distortion risk constraints

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