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Shortfall risk minimization under model uncertainty in the binomial case: adaptive and robust approaches.

Gino Favero
Published in: Math. Methods Oper. Res. (2001)
Keyphrases
  • computational model
  • robust optimization
  • data sets
  • neural network
  • machine learning
  • bayesian networks
  • probabilistic model
  • sufficient conditions
  • linear model
  • risk minimization