Polyhedral coherent risk measures and robust optimization

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Bibliographic Details
Date:2019
Main Author: V. S. Kiriljuk
Format: Article
Language:English
Published: 2019
Series:Cybernetics and Systems Analysis
Online Access:http://jnas.nbuv.gov.ua/article/UJRN-0001044339
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Journal Title:Library portal of National Academy of Sciences of Ukraine | LibNAS

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Library portal of National Academy of Sciences of Ukraine | LibNAS
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author V. S. Kiriljuk
author_facet V. S. Kiriljuk
author_sort V. S. Kiriljuk
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first_indexed 2025-07-17T13:43:26Z
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institution Library portal of National Academy of Sciences of Ukraine | LibNAS
language English
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publishDate 2019
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series Cybernetics and Systems Analysis
spelling open-sciencenbuvgovua-210382024-02-26T22:09:27Z Polyhedral coherent risk measures and robust optimization V. S. Kiriljuk 1019-5262 2019 en Cybernetics and Systems Analysis http://jnas.nbuv.gov.ua/article/UJRN-0001044339 Article
spellingShingle Cybernetics and Systems Analysis
V. S. Kiriljuk
Polyhedral coherent risk measures and robust optimization
title Polyhedral coherent risk measures and robust optimization
title_full Polyhedral coherent risk measures and robust optimization
title_fullStr Polyhedral coherent risk measures and robust optimization
title_full_unstemmed Polyhedral coherent risk measures and robust optimization
title_short Polyhedral coherent risk measures and robust optimization
title_sort polyhedral coherent risk measures and robust optimization
url http://jnas.nbuv.gov.ua/article/UJRN-0001044339
work_keys_str_mv AT vskiriljuk polyhedralcoherentriskmeasuresandrobustoptimization