Login / Signup

Looking for appropriate qualification conditions for subdifferential formulae and dual representations for convex risk measures.

Radu Ioan BotAlina-Ramona Fratean
Published in: Math. Methods Oper. Res. (2011)
Keyphrases
  • risk measures
  • sufficient conditions
  • convex optimization
  • risk averse
  • robust optimization
  • evolutionary algorithm
  • multi objective