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Robust Decisions under Risk for Imprecise Probabilities - MaRDI portal

Robust Decisions under Risk for Imprecise Probabilities (Q4558801)

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scientific article; zbMATH DE number 6987106
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English
Robust Decisions under Risk for Imprecise Probabilities
scientific article; zbMATH DE number 6987106

    Statements

    title
    Robust Decisions under Risk for Imprecise Probabilities (English)
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    publication date
    30 November 2018
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    zbMATH Keywords
    portfolio optimization
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    robust decision making
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    uncertainty
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    max-min optimization
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    conditional value-at-risk
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    cites work
    Q3182207
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    Q4343010
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    Q3517288
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    Q3818134
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    Q3723487
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    Q4457756
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    Future Challenges
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    Q5192663
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    Q2724706
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    Q4830009
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    Identifiers

    Mathematics Subject Classification ID
    91B06
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    91G10
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    91B30
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    zbMATH DE Number
    6987106
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    OpenAlex ID
    W62257797
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