Titlebook: Risk-Averse Optimization and Control; Theory and Methods Darinka Dentcheva,Andrzej Ruszczyński Book 2024 The Editor(s) (if applicable) and

nitroglycerin

排名真古怪

1431-8598 f measures of risk.Many examples included.This book offers a comprehensive presentation of the theory and methods of risk-averse optimization and control. Problems of this type arise in finance, energy production and distribution, supply chain management, medicine, and many other areas, where not on

Employee

點燃

Measures of Risk,directly defining its numerical representation. In this chapter, and in large portions of this book, we shall be concerned with a special class of numerical representations of preferences that we call convex or coherent measures of risk.

lattice

紅腫

Optimization with Stochastic Dominance Constraints,lso called stochastic orderings), which express preferences among univariate random outcomes, random vectors, sequences, or processes. A large body of literature is dedicated to their properties and relations among them. We focus on the most popular orders, which are suitable to model risk-averse pr

SPURN

plasma

歡呼

憤怒歷史

Measures of Risk,directly defining its numerical representation. In this chapter, and in large portions of this book, we shall be concerned with a special class of numerical representations of preferences that we call convex or coherent measures of risk.