A general solution for robust linear programs with distortion risk constraints
type: Item
instance of: scholarly article
title: A general solution for robust linear programs with distortion risk constraints
zbMATH Open document ID: 1318.90052
author: Pavel Bazovkin
author: Karl Mosler
published in: Annals of Operations Research
publication date: 2015-08-21T00:00:00Z
Mathematics Subject Classification ID: 90C15
Mathematics Subject Classification ID: 90C25
Mathematics Subject Classification ID: 52B11
Mathematics Subject Classification ID: 62H30
zbMATH DE Number: 6474553
zbMATH Keywords: robust optimization
zbMATH Keywords: data depth
zbMATH Keywords: weighted-mean trimmed regions
zbMATH Keywords: coherent risk measure
zbMATH Keywords: multivariate risk measure
zbMATH Keywords: robust classification
zbMATH Keywords: algorithm
Wikidata QID: Q63258583
describes a project that uses: Qhull
describes a project that uses: StochaTR
MaRDI profile type: Publication
full work available at URL: s10479-015-1786-8
OpenAlex ID: W1970677470
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DBLP publication ID: journals/anor/BazovkinM15
DOI: 10.1007/S10479-015-1786-8
description: scientific article; zbMATH DE number 6474553