The computation of the worst conditional expectation. (Q1427561)
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scientific article; zbMATH DE number 2055802
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The computation of the worst conditional expectation. |
scientific article; zbMATH DE number 2055802 |
Statements
The computation of the worst conditional expectation. (English)
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14 March 2004
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Fractional integer programming
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Knapsack problem
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Coherent measures of risk
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