Inseparable robust reward-risk optimization models with distribution uncertainty (Q2396920)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inseparable robust reward-risk optimization models with distribution uncertainty |
scientific article |
Statements
Inseparable robust reward-risk optimization models with distribution uncertainty (English)
0 references
29 May 2017
0 references
robust CVaR
0 references
robust reward
0 references
incomplete distribution
0 references
duality theorem
0 references
0 references
0 references
