Distributionally robust expectation inequalities for structured distributions

DOI10.1007/s10107-017-1220-xzbMath1410.90231OpenAlexW2779887607MaRDI QIDQ1717228

Manfred Morari, Paul J. Goulart, Bart P. G. Van Parys

Publication date: 7 February 2019

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/1721.1/120735

zbMATH Keywords

CVaRconvex optimisationoptimal inequalitiesChoquet representationextreme distributions

Mathematics Subject Classification ID

Stochastic programming (90C15) Semi-infinite programming (90C34)

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