Restricted risk measures and robust optimization

Keyphrases

• Risk Measures 100%
• Uncertainty Set 100%
• Measurement Optimization 100%
• Robust Optimization 100%
• Random Parameters 33%
• At-risk 33%
• Conditional Value 33%
• Random Variables 33%
• Computational Experiment 33%
• Robustness to Uncertainty 33%
• Affine Function 33%
• Linear Function 33%
• Classical Set 33%
• Distortion Risk Measure 33%
• Coherent Risk Measures 33%
• Estimation Error 33%

INIS

• risks 100%
• optimization 100%
• randomness 50%
• probability 25%
• transformations 25%
• values 25%
• vectors 25%
• errors 25%

Mathematics

• Risk Measure 100%
• Probability Theory 33%
• Random Variable 33%
• Conditional Value At Risk 33%
• Affine Function 33%
• Linear Function 33%
• Classical Set 33%