Conditional distributionally robust functionals
Alexander Shapiro, Alois Pichler
| Year of publication: |
2024
|
|---|---|
| Authors: | Shapiro, Alexander ; Pichler, Alois |
| Published in: |
Operations research. - Linthicum, Md. : INFORMS, ISSN 1526-5463, ZDB-ID 2019440-7. - Vol. 72.2024, 6, p. 2745-2757
|
| Subject: | conditional risk measures | distributional robustness | Optimization | rectangularity | strict monotonicity | Wasserstein distance | Theorie | Theory | Robustes Verfahren | Robust statistics | Statistische Verteilung | Statistical distribution | Mathematische Optimierung | Mathematical programming | Risikomaß | Risk measure |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/opre.2023.2470 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015371558