Mean Abs Group

Full Name

Brief Name

Short Description

Mean Absolute Error

meanabs_pen

Mean Absolute for Linear Loss scenarios function. Calculated by averaging over scenarios the absolute values of losses .

Mean Absolute Error Normal Independent

meanabs_pen_ni

Mean Absolute of  Linear Loss function with independent normally distributed random coefficients.

Mean Absolute Error Normal Dependent

meanabs_pen_nd

Mean Absolute of  Linear Loss function with mutually dependent normally distributed random coefficients.

Mean Absolute Risk

meanabs_risk

Mean Absolute for Linear Loss scenarios. (Mean Absolute) =Average Loss  + Mean Absolute Deviation.

Mean Absolute Risk for Gain

meanabs_risk_g

Mean Absolute  for Gain for Linear Loss scenarios. (Mean Absolute  for Gain) = -Average Loss + Mean Absolute Deviation.

Mean Absolute Risk Normal Independent

meanabs_risk_ni

Mean Absolute when all coefficients in Linear Loss function are independent normally distributed random values. (Mean Absolute Normal Independent) =Average Loss  + Mean Absolute Deviation.

Mean Absolute Risk for Gain Normal Independent

meanabs_risk_ni_g

Mean Absolute for Gain when all coefficients in Linear Loss function are independent normally distributed random values.. (Mean Absolute for Gain Normal Independent) = - Average Loss  + Mean Absolute Deviation.

Mean Absolute Risk Normal Dependent

meanabs_risk_nd

Mean Absolute when all coefficients in Linear Loss function are mutually dependent normally distributed random values.. (Mean Absolute Normal Dependent) =Average Loss  + Mean Absolute Deviation.

Mean Absolute Risk for Gain Normal Dependent

meanabs_risk_nd_g

Mean Absolute for Gain when all coefficients in Linear Loss function are mutually dependent normally distributed random values. (Mean Absolute for Gain Normal Dependent) = - Average Loss  + Mean Absolute Deviation.

Mean Absolute Deviation

meanabs_dev

Mean Absolute Deviation for Linear Loss scenarios.

Mean Absolute Deviation Normal Independent

meanabs_ni_dev

Mean Absolute Deviation for Linear Loss function with independent normally distributed random coefficients.

Mean Absolute Deviation Normal Dependent

meanabs_nd_dev

Mean Absolute Deviation for Linear Loss function with mutually dependent normally distributed random coefficients.

Mean Absolute Error for Recourse

meanabs_pen(recourse(.))

Mean Absolute for  Recourse  scenarios function. Calculated by averaging over scenarios the absolute values of Recourse function. Recourse scenarios are obtained by solving LP at the second stage of two-stage stochastic programming problem for every scenario.

Mean Absolute Risk Recourse

meanabs_risk(recourse(.))

Mean Absolute for Recourse scenarios. (Mean Absolute Recourse) = Average Recourse  + Mean Absolute Deviation of Recourse scenarios. Recourse scenarios are obtained by solving LP at the second stage of two-stage stochastic programming problem for every scenario.

Mean Absolute Risk for Gain Recourse

meanabs_risk_g(recourse(.))

Mean Absolute for Gain for Recourse scenarios. (Mean Absolute for Gain Recourse) = -(Average Recourse)  + (Mean Absolute Deviation of Recourse scenarios). Recourse scenarios are obtained by solving LP at the second stage of two-stage stochastic programming problem for every scenario.

Mean Absolute Deviation Recourse

meanabs_dev(recourse(.))

Mean Absolute Deviation for  Recourse scenarios. Recourse scenarios are obtained by solving LP at the second stage of two-stage stochastic programming problem for every scenario.