Computationally tractable counterparts of distributionally robust constraints on risk measures (Q2832107)
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scientific article; zbMATH DE number 6648218
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Computationally tractable counterparts of distributionally robust constraints on risk measures |
scientific article; zbMATH DE number 6648218 |
Statements
7 November 2016
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risk measure
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robust counterpart
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nonlinear inequality
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robust optimization
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support functions
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0.8981415
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0.88886875
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0.8833893
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0.8776327
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0.8757106
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0.87240356
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0.8692445
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0.86909956
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Computationally tractable counterparts of distributionally robust constraints on risk measures (English)
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