Risk measures in stochastic programming and robust optimization problems (Q269131)
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scientific article; zbMATH DE number 6569990
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk measures in stochastic programming and robust optimization problems |
scientific article; zbMATH DE number 6569990 |
Statements
Risk measures in stochastic programming and robust optimization problems (English)
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18 April 2016
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stochastic programming
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robust optimization
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polyhedral coherent risk measure
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conditional value-at-risk
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spectral coherent risk measure
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imprecise probabilities
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linear programming
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