Stochastic linear programming with a distortion risk constraint (Q480777)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic linear programming with a distortion risk constraint |
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Stochastic linear programming with a distortion risk constraint (English)
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11 December 2014
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robust optimization
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weighted-mean trimmed regions
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central regions
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coherent risk measure
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spectral risk measure
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mean-risk portfolio
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