On distributional robust probability functions and their computations
Man Hong Wong; Shuzhong Zhang
| Year of publication: |
2014
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|---|---|
| Authors: | Wong, Man Hong ; Zhang, Shuzhong |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 233.2014, 1 (16.2.), p. 23-33
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| Subject: | Risk management | Distributional robust | Moment bounds | Semidefinite programming (SDP) | Conic programming | Mathematische Optimierung | Mathematical programming | Risikomanagement | Robustes Verfahren | Robust statistics | Wahrscheinlichkeitsrechnung | Probability theory | Statistische Verteilung | Statistical distribution | Schätztheorie | Estimation theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010224942