Distributional robustness, stochastic divergences, and the quadrangle of risk.
R. Tyrrell RockafellarPublished in: Comput. Manag. Sci. (2024)
Keyphrases
- risk measures
- risk assessment
- risk management
- high risk
- risk factors
- computational efficiency
- chance constraints
- stochastic nature
- high robustness
- decision making
- risk analysis
- stochastic optimization
- stochastic programming
- artificial neural networks
- statistical models
- decision makers
- co occurrence
- minimum risk
- information systems
- machine learning