Risk Measures in Stochastic Programming and Robust Optimization Problems

Verfasser / Beitragende:
[V. Kirilyuk]
Ort, Verlag, Jahr:
2015
Enthalten in:
Cybernetics and Systems Analysis, 51/6(2015-11-01), 874-885
Format:
Artikel (online)
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024 7 0 |a 10.1007/s10559-015-9780-3  |2 doi 
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100 1 |a Kirilyuk  |D V.  |u V. M. Glushkov Institute of Cybernetics, National Academy of Sciences of Ukraine, Kyiv, Ukraine  |4 aut 
245 1 0 |a Risk Measures in Stochastic Programming and Robust Optimization Problems  |h [Elektronische Daten]  |c [V. Kirilyuk] 
540 |a Springer Science+Business Media New York, 2015 
690 7 |a stochastic programming  |2 nationallicence 
690 7 |a robust optimization  |2 nationallicence 
690 7 |a polyhedral coherent risk measure  |2 nationallicence 
690 7 |a conditional value-at-risk  |2 nationallicence 
690 7 |a spectral coherent risk measure  |2 nationallicence 
690 7 |a imprecise probabilities  |2 nationallicence 
690 7 |a linear programming  |2 nationallicence 
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950 |B NATIONALLICENCE  |P 100  |E 1-  |a Kirilyuk  |D V.  |u V. M. Glushkov Institute of Cybernetics, National Academy of Sciences of Ukraine, Kyiv, Ukraine  |4 aut 
950 |B NATIONALLICENCE  |P 773  |E 0-  |t Cybernetics and Systems Analysis  |d Springer US; http://www.springer-ny.com  |g 51/6(2015-11-01), 874-885  |x 1060-0396  |q 51:6<874  |1 2015  |2 51  |o 10559