Derivatives and subderivatives of buffered probability of exceedance (Q2294283)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Derivatives and subderivatives of buffered probability of exceedance |
scientific article |
Statements
Derivatives and subderivatives of buffered probability of exceedance (English)
0 references
10 February 2020
0 references
buffered probability of exceedance
0 references
CVaR
0 references
gradient
0 references
quasigradient
0 references
