CVaR distance between univariate probability distributions and approximation problems (Q1640043)
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scientific article; zbMATH DE number 6888126
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | CVaR distance between univariate probability distributions and approximation problems |
scientific article; zbMATH DE number 6888126 |
Statements
CVaR distance between univariate probability distributions and approximation problems (English)
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13 June 2018
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scenario reduction
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distance minimization
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conditional value-at-risk
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CVaR norm
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0.8841424
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0.87301433
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0.8663637
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0.86620957
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0.8651799
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