Cover Image

Polyhedral coherent risk measures in the case of imprecise scenario estimates

Saved in:

Bibliographic Details
Date:	2018
Main Author:	V. S. Kiriljuk
Format:	Article
Language:	English
Published:	2018
Series:	Cybernetics and Systems Analysis
Online Access:	http://jnas.nbuv.gov.ua/article/UJRN-0000863961
Tags:	Add Tag No Tags, Be the first to tag this record!
Journal Title:	Library portal of National Academy of Sciences of Ukraine \| LibNAS

Institution

Library portal of National Academy of Sciences of Ukraine | LibNAS

Similar Items

Polyhedral coherent risk measures and robust optimization
by: V. S. Kiriljuk
Published: (2019)

On Polyhedral Coherent Risk Measures and Portfolio Optimization Problems
by: V. S. Kyryliuk
Published: (2022)

Study of two species prey–predator model in imprecise environment with harvesting scenario
by: T. Vijayalakshmi, et al.
Published: (2022)

On absolute stability of imprecise large-scale singularly perturbed system
by: A. S. Khoroshun
Published: (2013)

Risk measures in problems of decision-making under risk and uncertainty
by: V. S. Kiriljuk
Published: (2013)

Risk measures in the form of infimal convolution
by: V. S. Kiriljuk
Published: (2021)

Isomorphically Polyhedral Banach Spaces
by: V. P. Fonf, et al.
Published: (2013)

Isomorphically Polyhedral Banach Spaces
by: Fonf, V.P., et al.
Published: (2013)

Risk measures for multicriteria optimization problems under uncertainty
by: V. S. Kiriljuk
Published: (2018)

Polyhedral spherical configurations in discrete optimization problem
by: S. V. Jakovlev, et al.
Published: (2019)

Oriented Closed Polyhedral Maps and the Kitaev Model
by: Szlachányi, Kornél
Published: (2024)

Scenario-Case Model for Intelligent Training System
by: V. G. Sherstjuk
Published: (2013)

Optimized Layout of Spherical Objects in a Polyhedral Domain
by: Ye. Romanova, et al.
Published: (2020)

Considering economic risk scenarios of food industry
by: S. V. Nozhenko
Published: (2015)

Properties of combinatorial optimization problems over polyhedral-spherical sets
by: S. V. Jakovlev, et al.
Published: (2018)

Optimal control of Goursat–Darboux-type polyhedral differential inclusions
by: Mahmudov, Elimhan N., et al.
Published: (2026)

Polyhedral shape of mineral inclusions in diamond crystals according to goniometry data
by: V. M. Kvasnytsya
Published: (2024)

Developing Scenarios of Reputational Risk Management for Intermediary Enterprise
by: K. M. Trostianska
Published: (2016)

Classification of methods for risk measures VaR and CVaR calculation and estimation
by: N. G. Zrazhevska, et al.
Published: (2016)

The scenario approach and the Bayesian method in assessing the risks of system accidents at hydraulic structures
by: K. H. Romanchuk, et al.
Published: (2016)

Synthesis of polyhedral oligomeric silsesquioxane containing azobenzene chromophore with hydroxymethylene group in the organic part of the core
by: I. M. Tkachenko, et al.
Published: (2016)

Estimation of component-wise coherence function for joint periodically correlated random signals
by: R. M. Yuzefovych, et al.
Published: (2016)

Development of a Fuzzy Set Apparatus for Risk Measurement: the Case of Simultaneous Fuzziness of the Criterion Indicator and its Standard
by: O. S. Kotsiuba
Published: (2019)

Method of estimates of industrial risk
by: O. M. Hunchenko, et al.
Published: (2016)

The estimation of coherence length for electron-doped superconductor Nd₂₋xCexCuO₄₊δ
by: Charikova, T.B., et al.
Published: (2011)

Estimation of equimeasurable rearrangements in the anisotropic case
by: R. V. Shanin
Published: (2018)

On the nature of coherents in the system of oscillators
by: Kuklin, V.M.
Published: (2019)

Estimation of equimeasurable rearrangements in the anisotropic case
by: Shanin, R. V., et al.
Published: (2018)

Measures of financial risks and market crashes
by: Novak, S.Y
Published: (2007)

The Mathematical Formalization of the Impact of Scenario Planning Measures on the Material and Technical Support of the Small Entrepreneurship Development
by: Yu. Strilets
Published: (2020)

Projective method for the equation of risk theory in the arithmetic case
by: Chernecky, V.A.
Published: (2013)

Projective method for equation of risk theory in the arithmetic case
by: V. A. Chernecky
Published: (2013)

Projective method for equation of risk theory in the arithmetic case
by: Chernetskii, V. A., et al.
Published: (2013)

Normative coherence of philosophical discourse
by: A. Yermolenko
Published: (2019)

Multilevel Structural Models of Scenarios for Development of Entities in the Agricultural Sector of the International Trade Market under Risk
by: Ye. M. Shapran, et al.
Published: (2019)

Individual risk: possible standardization of estimation
by: A. F. Bulat, et al.
Published: (2019)

Identification and Estimation of Risks of Logistic Companies
by: S. M. Boniar, et al.
Published: (2019)

Thermoelectrics in indian scenario
by: S. Chatterjee
Published: (2016)

Solar photocells irradiated by coherent radiation
by: D. V. Bondarenko
Published: (2017)

The Measurement (Assessment) and Modeling of the Operational Risk of Bank
by: L. O. Prymostka, et al.
Published: (2021)