Robustness in stochastic programs with risk constraints (Q1931644)
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scientific article; zbMATH DE number 6125687
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robustness in stochastic programs with risk constraints |
scientific article; zbMATH DE number 6125687 |
Statements
Robustness in stochastic programs with risk constraints (English)
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15 January 2013
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expectation type constraints
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robustness analysis
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contamination technique
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risk-shaping with CVaR
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second order stochastic dominance
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robust SSD portfolio efficiency test
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