Distributional robustness, stochastic divergences, and the quadrangle of risk (Q6552960)
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scientific article; zbMATH DE number 7862734
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Distributional robustness, stochastic divergences, and the quadrangle of risk |
scientific article; zbMATH DE number 7862734 |
Statements
Distributional robustness, stochastic divergences, and the quadrangle of risk (English)
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11 June 2024
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distributionally robust optimization
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coherent measures of risk
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stochastic divergences
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kullbach-Leibler divergence
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Wasserstein divergence
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superquantile divergence
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\( \varphi \)-divergences
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stochastic ambiguity
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ambiguity graduators
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divergence neighborhoods
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subaversity
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risk quadrangle
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