On distributional robust probability functions and their computations (Q297175)
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scientific article; zbMATH DE number 6598030
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On distributional robust probability functions and their computations |
scientific article; zbMATH DE number 6598030 |
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On distributional robust probability functions and their computations (English)
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24 June 2016
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risk management
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distributional robust
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moment bounds
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semidefinite programming (SDP)
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conic programming
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