On Exponential Utility and Conditional Value-at-Risk as Risk-Averse Performance Criteria (Q6374447)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: On Exponential Utility and Conditional Value-at-Risk as Risk-Averse Performance Criteria |
preprint article from arXiv
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Exponential Utility and Conditional Value-at-Risk as Risk-Averse Performance Criteria |
preprint article from arXiv |
Statements
3 August 2021
0 references
eess.SY
0 references
cs.SY
0 references
math.OC
0 references
Kevin M. Smith
0 references
Margaret P. Chapman
0 references