CVaR-based optimization of environmental flow via the Markov lift of a mixed moving average process
DOI10.1007/s11081-023-09800-4OpenAlexW4367054212MaRDI QIDQ6088563
Hidekazu Yoshioka, Yumi Yoshioka, Tomohiro Tanaka, Ayumi Hashiguchi, Futoshi Aranishi
Publication date: 16 November 2023
Published in: Optimization and Engineering (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11081-023-09800-4
environmental flowgradient descentconditional value-at-riskmixed moving average processregularized risk measure
Statistical methods; risk measures (91G70) Convex programming (90C25) Environmental economics (natural resource models, harvesting, pollution, etc.) (91B76)
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