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Buffered and reduced multidimensional distribution functions and their application in optimization - MaRDI portal

Buffered and reduced multidimensional distribution functions and their application in optimization (Q6191974)

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scientific article; zbMATH DE number 7814892
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Buffered and reduced multidimensional distribution functions and their application in optimization
scientific article; zbMATH DE number 7814892

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    Buffered and reduced multidimensional distribution functions and their application in optimization (English)
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    11 March 2024
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    probability of exceedance
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    buffered probability of exceedance
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    BPOE
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    conditional value-at-risk
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    cumulative distribution function
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    CDF
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