Online Resource
Berlin : Humboldt-Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät II, Institut für Mathematik
Format:
1 Online-Ressource (26 Seiten)
Series Statement:
Stochastic Programming E-Print Series 2004,2004,8
Content:
We consider optimization problems involving convex risk functions. By employing techniques of convex analysis and optimization theory in vector spaces of measurable functions we develop new representation theorems for risk models, and optimality and duality theory for problems involving risk functions.
Language:
English
URN:
urn:nbn:de:kobv:11-10059470
URL:
Volltext
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