LOGOS documentation

Contents:

[1]

C. Rabiti, A. Alfonsi, J. Cogliati, D. Mandelli, R. Kinoshita, S. Sen, C. Wang, and J. Chen. RAVEN User Manual. Technical Report INL/EXT-15-34123, Idaho National Laboratory, March 2017.

[2]

A. Alfonsi, C. Rabiti, D. Mandelli, J. Cogliati, C. Wang, P. W. Talbot, D. P. Maljovec, and C. Smith. RAVEN Theory Manual and User Guide. Technical Report, Idaho National Laboratory, 2017.

[3]

A. Koç, D. P. Morton, E. Popova, S. M. Hess, E. Kee, and D. Richards. Prioritizing project selection. The Engineering Economist, 54(4):267–297, 2009.

[4]

P. Artzner, F. Delbaen, J. M. Eber, and D. Heath. Thinking coherently. Risk, 10:68–71, 1997.

[5]

P. Artzner, F. Delbaen, J. M. Eber, and D. Heath. Coherent measures of risk. Mathematical Finance, 9(3):203–228, 1999.

[6]

R. T. Rockafellar and S. P. Uryasev. Optimization of conditional value at risk. Journal of Risk, 2:21–42, 2000.

[7]

G. C. Pflug. Some remarks on the value at risk and the conditional value at risk. In Probabilistic Constrained Optimization: Methodology and Applications, pages 278–287. 2000.