Robust reward–risk ratio optimization with application in allocation of generation asset (Q2926487)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Robust reward–risk ratio optimization with application in allocation of generation asset |
scientific article; zbMATH DE number 6361527
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust reward–risk ratio optimization with application in allocation of generation asset |
scientific article; zbMATH DE number 6361527 |
Statements
Robust reward–risk ratio optimization with application in allocation of generation asset (English)
0 references
24 October 2014
0 references
reward-risk measure
0 references
performance ratio
0 references
MIN-MAX optimization
0 references
CVaR measure
0 references
allocation of generation asset
0 references
0 references
0 references
0.8646066
0 references
0 references
0 references
0 references
0.8562885
0 references
0.8561363
0 references
0.8560899
0 references
