Conditional-Value-at-Risk Estimation via Reduced-Order Models (Q4611521)
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scientific article; zbMATH DE number 7003640
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Conditional-Value-at-Risk Estimation via Reduced-Order Models |
scientific article; zbMATH DE number 7003640 |
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Conditional-Value-at-Risk Estimation via Reduced-Order Models (English)
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21 January 2019
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reduced-order models
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risk measures
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conditional-value-at-risk
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estimation
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sampling
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