An extension of $CVaR$ using non-precise a-priori distribution and its application (Decision making problems with uncertainty)
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- Kageyama, Masayuki
- Risk Analysis Research Center, The Institute of Statistical Mathematics
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- Fujii, Takayuki
- Risk Analysis Research Center, The Institute of Statistical Mathematics
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- Kanefuji, Koji
- Risk Analysis Research Center, The Institute of Statistical Mathematics
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- Tsubaki, Hiroe
- Risk Analysis Research Center, The Institute of Statistical Mathematics
Bibliographic Information
- Other Title
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- An extension of CVaR using non-precise a-priori distribution and its application
Search this article
Journal
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- 数理解析研究所講究録
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数理解析研究所講究録 1734 133-139, 2011-03
京都大学数理解析研究所
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Details 詳細情報について
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- CRID
- 1050845760692083072
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- NII Article ID
- 110008436035
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- NII Book ID
- AN00061013
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- ISSN
- 18802818
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- HANDLE
- 2433/170768
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- NDL BIB ID
- 11085322
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- Text Lang
- en
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- Article Type
- departmental bulletin paper
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- Data Source
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- IRDB
- NDL
- CiNii Articles