Conditional submodular coherent risk measures

DOI10.1007/978-3-319-91476-3_20OpenAlexW2803397208MaRDI QIDQ2107320

Davide Petturiti, Giulianella Coletti, Barbara Vantaggi

Publication date: 1 December 2022

Full work available at URL: https://doi.org/10.1007/978-3-319-91476-3_20

zbMATH Keywords

coherent risk measureconditional Choquet expected valueconditional submodular capacity

Mathematics Subject Classification ID

Artificial intelligence (68Txx)

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