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

nitroglycerin

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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

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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.

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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

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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.