Distributionally robust expectation inequalities for structured distributions
Quantifying the risk of unfortunate events occurring, despite limited distributional information, is a basic problem underlying many practical questions. Indeed, quantifying constraint violation probabilities in distributionally robust programming or judging the risk of financial positions can both...
| Main Authors: | , , |
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| Other Authors: | |
| Format: | Article |
| Language: | English |
| Published: |
Springer Berlin Heidelberg
2019
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| Online Access: | http://hdl.handle.net/1721.1/120735 https://orcid.org/0000-0003-4177-4849 |