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New update on the Risk Paper

Posted in News Archive


Please dowload the most updated version of our paper Recursive Optimization of Convex Risk Measures: Mean-Semideviation Models.

Except for minor fixes here and there, the new version now also includes an explicit practical illustration of the proposed mean-semideviation risk measures on a chance-constrained newsvendor problem, classical in Computer Science and Operations Research.

The update will soon be available on Arxiv (math.OC), as well.