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,
2019-03-05T18:11:03Z.
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| Subjects: | |
| Online Access: | Get fulltext |