Robust mean variance optimization problem under Rényi divergence information (Q4639130)
From MaRDI portal
scientific article; zbMATH DE number 6865935
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust mean variance optimization problem under Rényi divergence information |
scientific article; zbMATH DE number 6865935 |
Statements
Robust mean variance optimization problem under Rényi divergence information (English)
0 references
3 May 2018
0 references
mean variance optimization problem
0 references
robust optimization
0 references
Rényi divergence
0 references
