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The theory of convex risk functions has now been well established as the basis for identifying the families of risk functions that should be used in risk-averse optimization problems. Despite… Click to show full abstract
The theory of convex risk functions has now been well established as the basis for identifying the families of risk functions that should be used in risk-averse optimization problems. Despite its t...
Keywords:
convex risk;
risk functions;
risk;
inverse optimization
Journal Title: Management Science
Year Published: 2021
Link to full text (if available)
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Journal Title: Management Science
Year Published: 2021
Link to full text (if available)
Share on Social Media: Sign Up to like & get
recommendations!