Risk Quadrangle and Robust Optimization Based on Extended $φ$-Divergence

Fuente: arXiv

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Bibliographic Details
Main Authors:	Peng, Cheng, Malandii, Anton, Uryasev, Stan
Format:	Preprint
Published:	2024
Subjects:	Optimization and Control Other Statistics
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2403.10987