"Distributional robustness, stochastic divergences, and the quadrangle of risk."

R. Tyrrell Rockafellar (2024)

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DOI: 10.1007/S10287-024-00516-Z

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type: Journal Article

metadata version: 2024-05-19

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R. Tyrrell Rockafellar:
Distributional robustness, stochastic divergences, and the quadrangle of risk. Comput. Manag. Sci. 21(1): 34 (2024)

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