CVaR-based optimization of environmental flow via the Markov lift of a mixed moving average process (Q6088563)
From MaRDI portal
scientific article; zbMATH DE number 7766660
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | CVaR-based optimization of environmental flow via the Markov lift of a mixed moving average process |
scientific article; zbMATH DE number 7766660 |
Statements
CVaR-based optimization of environmental flow via the Markov lift of a mixed moving average process (English)
0 references
16 November 2023
0 references
environmental flow
0 references
mixed moving average process
0 references
conditional value-at-risk
0 references
regularized risk measure
0 references
gradient descent
0 references
0 references
0 references
0 references
0 references
0 references
0 references
