Frameworks and Results in Distributionally Robust Optimization

Author:

Rahimian Hamed,Mehrotra Sanjay

Publisher

Cellule MathDoc/CEDRAM

Subject

General Medicine

Reference449 articles.

1. Distributionally robust Markovian traffic equilibrium;Ahipaşaoğlu, Selin Damla;Transport. Sci.,2019

2. Spectral measures of risk: A coherent representation of subjective risk aversion;Acerbi, Carlo;J. Bank. Financ.,2002

3. Decision making under uncertainty when preference information is incomplete;Armbruster, Benjamin;Manage. Sci.,2015

4. Coherent Measures of Risk;Artzner, Philippe;Math. Financ.,1999

5. An information-theoretic approach to constructing coherent risk measures;Ahmadi-Javid, Amir;2011 IEEE International Symposium on Information Theory Proceedings,2011

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