Distributionally robust expectation inequalities for structured distributions (Q1717228)
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scientific article; zbMATH DE number 7014733
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Distributionally robust expectation inequalities for structured distributions |
scientific article; zbMATH DE number 7014733 |
Statements
Distributionally robust expectation inequalities for structured distributions (English)
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7 February 2019
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optimal inequalities
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extreme distributions
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convex optimisation
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Choquet representation
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CVaR
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0.90080583
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0.8985091
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0.88229495
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0.8821775
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0.87260795
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0.87190044
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0.87028897
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0.8682528
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