Worst-case analysis of Gini mean difference safety measure (Q1983716)
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scientific article; zbMATH DE number 7394157
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Worst-case analysis of Gini mean difference safety measure |
scientific article; zbMATH DE number 7394157 |
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Worst-case analysis of Gini mean difference safety measure (English)
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10 September 2021
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portfolio selection robust optimization
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Gini mean difference
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mixed uncertainty
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interval+ polyhedral uncertainty
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