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  • Search: subject:"Distributional robust"
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Year of publication
Subject
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Risk management 3 Robust statistics 3 Robustes Verfahren 3 Statistical distribution 3 Statistische Verteilung 3 Conic programming 2 Distributional robust 2 Distributional-Robust Demand 2 Duopol 2 Duopoly 2 Dynamic game 2 Dynamisches Spiel 2 Game theory 2 Moment bounds 2 Risikomanagement 2 Semidefinite programming (SDP) 2 Single Contract 2 Spieltheorie 2 Sustainability 2 Theorie 2 Theory 2 Buyback Contract 1 CVaR approximation 1 Cap-and-Trade Policy 1 Conditional Value-at-Risk 1 Demand 1 Distributional robust reinsurance 1 Dynamic Games 1 Environmental policy 1 Estimation theory 1 Inventory model 1 Lagerhaltungsmodell 1 Lieferkette 1 Mathematical programming 1 Mathematische Optimierung 1 Multi-Period Stackelberg Game 1 Multi-Periodic problem 1 Nachfrage 1 Pollution 1 Pollution Reduction 1
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Online availability
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Free 4 Undetermined 3
Type of publication
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Article 4 Book / Working Paper 4
Type of publication (narrower categories)
All
Arbeitspapier 3 Article in journal 3 Aufsatz in Zeitschrift 3 Graue Literatur 3 Non-commercial literature 3 Working Paper 3
Language
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English 6 Undetermined 2
Author
All
Fakhrabadi, Mahnaz 3 Sandal, Leif K. 3 Wong, Man Hong 2 Zhang, Shuzhong 2 Anderson, Edward 1 Das, Bikramjit 1 Dhara, Anulekha 1 Liu, Haiyan 1 Mao, Tiantian 1 Natarajan, Karthik 1 Xu, Huifu 1 Zhang, Dali 1
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Institution
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Business School, University of Sydney 1
Published in...
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Discussion paper / Department of Business and Management Science 3 European Journal of Operational Research 1 European journal of operational research : EJOR 1 Insurance / Mathematics & economics 1 Operations research 1 Working Papers / Business School, University of Sydney 1
Source
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ECONIS (ZBW) 6 RePEc 2
Showing 1 - 8 of 8
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A distributional robust analysis of buyback and cap-and-trade policies
Fakhrabadi, Mahnaz; Sandal, Leif K. - 2024
Persistent link: https://www.econbiz.de/10014517942
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Multi-periodic distributional-robust Stackelberg game with price-history-dependent demand and environmental corrective actions
Fakhrabadi, Mahnaz; Sandal, Leif K. - 2023
Persistent link: https://www.econbiz.de/10014431331
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A subgame perfect approach to a multi-period Stackelberg game with dynamic, price-dependent, distributional-robust demand
Fakhrabadi, Mahnaz; Sandal, Leif K. - 2023
Persistent link: https://www.econbiz.de/10014289168
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Distributionally robust reinsurance with value-at-risk and conditional value-at-risk
Liu, Haiyan; Mao, Tiantian - In: Insurance / Mathematics & economics 107 (2022), pp. 393-417
Persistent link: https://www.econbiz.de/10013471260
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On the heavy-tail behavior of the distributionally robust newsvendor
Das, Bikramjit; Dhara, Anulekha; Natarajan, Karthik - In: Operations research 69 (2021) 4, pp. 1077-1099
Persistent link: https://www.econbiz.de/10012625130
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Confidence Levels for CVaR Risk Measures and Minimax Limits*
Anderson, Edward; Xu, Huifu; Zhang, Dali - Business School, University of Sydney - 2014
Conditional value at risk (CVaR) has been widely used as a risk measure in finance. When the confidence level of CVaR is set close to 1, the CVaR risk measure approximates the extreme (worst scenario) risk measure. In this paper, we present a quantitative analysis of the relationship between the...
Persistent link: https://www.econbiz.de/10010857373
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On distributional robust probability functions and their computations
Wong, Man Hong; Zhang, Shuzhong - In: European Journal of Operational Research 233 (2014) 1, pp. 23-33
distributional robust probability function. We show that such a function is computable in the bi-variate case under some conditions …
Persistent link: https://www.econbiz.de/10010709946
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On distributional robust probability functions and their computations
Wong, Man Hong; Zhang, Shuzhong - In: European journal of operational research : EJOR 233 (2014) 1, pp. 23-33
Persistent link: https://www.econbiz.de/10010224942
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