A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

 Search Keywords

- % -

%

- A -

All PSG Functions

Average Functions Group

Average Gain

Average Kolmogorov-Smirnov Distance between Two Distributions

Average Loss

Average Max

Average Max Deviation

Average Max Deviation for Gain

Average Max for Gain

Average Partial Moment Deviation Normal Independent

Average Partial Moment Gain Deviation Normal Independent

Average Partial Moment Gain Normal Independent

Average Partial Moment Normal Independent

Average Probability of Exceedance Deviation Normal Independent

Average Probability of Exceedance Normal Independent

Average Probability of Exceedance Penalty Gain Normal Independent

avg

avg_cvar_ni_dev

avg_cvar_ni_dev_g

avg_cvar_risk_ni

avg_cvar_risk_ni_g

avg_g

avg_max_dev

avg_max_dev_g

avg_max_risk

avg_max_risk_g

avg_pm_ni_dev

avg_pm_ni_dev_g

avg_pm_pen_ni

avg_pm_pen_ni_g

avg_pr_ni_dev

avg_pr_pen_ni

avg_pr_pen_ni_g

avg_var_ni_dev

avg_var_ni_dev_g

avg_var_risk_ni

avg_var_risk_ni_g

- B -

Benchmark of Scenarios

Binary Logistic Regression

Block Operation

Box

Box of Variables

bpoe

Buffered Probability of Exceedance

BULDOZER

Buyin

Buyin Negative

Buyin Positive

buyin_neg

buyin_pos

- C -

C++ Environment

C++ Quick Start

Calculate Problem

CAR

Cardinality

Cardinality Functions Group

Cardinality Negative

Cardinality Positive

cardn

cardn_neg

cardn_pos

CDaR

CDaR for Gain

CDaR for Gain Multiple

CDaR Functions Group

CDaR Multiple

cdar_dev

cdar_dev_g

cdarmulti_dev

cdarmulti_dev_g

comment

Conditional Value-at-Risk minimization

Conditional Value-at-Risk minimization C++

Conditional Value-at-Risk minimization MATLAB

Conditional Value-at-Risk minimization Run-File

Constraint

Contributions

CrossValidation Operation

CTRL

Cut Operation

Cutout Operation

CVaR

CVaR Component Absolute

CVaR Component Negative

CVaR Component Positive

CVaR Deviation

CVaR Deviation for Gain

CVaR Deviation for Gain for Mixture of Normal Independent

CVaR Deviation for Gain Normal Dependent

CVaR Deviation for Gain Normal Independent

CVaR Deviation for Mixture of Normal Independent

CVaR Deviation Normal Dependent

CVaR Deviation Normal Independent

CVaR for Discrete Distribution as Function of Atom Probabilities

CVaR for Gain

CVaR for Gain for Mixture of Normal Independent

CVaR for Gain Normal Dependent

CVaR for Gain Normal Independent

CVaR for Mixture of Normal Distributions as Function of Mixture Weights

CVaR for Mixture of Normal Independent

CVaR Functions Group

Cvar Kolmogorov-Smirnov Distance between Two Distributions

Cvar Kolmogorov-Smirnov Distance from a Discrete Distribution to a Mixture of Normal Independent Distributions

CVaR Max

CVaR Max Deviation

CVaR Max Deviation for Gain

CVaR Max for Gain

CVaR minimization C++

CVaR minimization MATLAB

CVaR minimization Run-File

CVaR Normal Dependent

CVaR Normal Independent

cvar_comp_abs

cvar_comp_neg

cvar_comp_pos

cvar_dev

cvar_dev_g

cvar_max_dev

cvar_max_dev_g

cvar_max_risk

cvar_max_risk_g

cvar_nd_dev

cvar_nd_dev_g

cvar_ni_dev

cvar_ni_dev_g

cvar_risk

cvar_risk_g

cvar_risk_nd

cvar_risk_nd_g

cvar_risk_ni

cvar_risk_ni_g

CVaR2 Deviation

CVaR2 Error

CVaR2 Risk

cvar2_dev

cvar2_err

cvar2_risk

Cycle

- D -

Data in PSG

Deterministic Function

Deterministic Functions

Deterministic Norms Group

Difference of two Losses

Distance between Distributions Group

dots

Drawdown Average

Drawdown Average for Gain

Drawdown Average for Gain Multiple

Drawdown Average Multiple

Drawdown Maximum

Drawdown Maximum for Gain

Drawdown Maximum for Gain Multiple

Drawdown Maximum Multiple

drawdown_dev_avg

drawdown_dev_avg_g

drawdown_dev_max

drawdown_dev_max_g

drawdownmulti_dev_avg

drawdownmulti_dev_avg_g

drawdownmulti_dev_max

drawdownmulti_dev_max_g

- E -

Elements of Optimization Problem

entropyr

Error Functions Group

Error Messages

Example Problem for C++ Environment

Example Problem for Run-File

exp_eut

exp_eut_nd

exp_eut_ni

Exponential Utility

Exponential Utility Normal Dependent

Exponential Utility Normal Independent

Express Edition

External Functions MATLAB

External mex-functions MATLAB

External m-functions MATLAB

- F -

Fixed Charge

Fixed Charge Negative

Fixed Charge Positive

FOR Cycle

Function

functionincrement Function

Functions PSG

functionsensitivity Function

functionvalue Function

fxchg

fxchg_neg

fxchg_pos

- G -

Gain Function

General Format of PSG

Get Started with PSG

Global Parameters MATLAB

Gradient

GUROBI

- I -

ID

Increment

init_point

Initial Point

initial_point

Inner Product

Input in Run-File

Introduction to PSG

- K -

kb_err

Keyboard Shortcut

Koenker and Basset Error

Kolmogorov-Smirnov Distance between Two Distributions

Kolmogorov-Smirnov Distance from a Discrete Distribution to a Mixture of Normal Independent Distributions

ksm_avg

ksm_cvar

ksm_cvar_ni

ksm_max

ksm_max_ni

Kullback–Leibler divergence

- L -

L1 Distance

L1 Norm

L2 Distance

L2 Norm

Lesson 1 Toolbox MATLAB

Lesson 2 Toolbox MATLAB

Lesson 3 Toolbox MATLAB

License Manager

linear

Linear Function

Linear Functions Group

Linear Multiple Function

linearize

linearmulti

L-Infinity Norm

List of Deterministic Functions

List of Functions

List of Risk Functions

Lmax

log_eut

log_sum

Logarithmic Utility

Logarithms Exponents Sum

Logarithms Sum

logexp_sum

logistic

Logistic Function

long format of problem

Loss Function

Loss minus Loss

Loss plus Loss

lower_bound

Lp Norm

Lp Norm Stochastic

lp_norm

lp_stoch_err

ltranche

Ltranche Function

- M -

Main Concepts and Structure of PSG

Main Concepts of PSG in MATLAB

Main Objects of PSG

Mathematical Optimization Problem

MATLAB Environment

MATLAB Main Concepts

MATLAB Programmatic PSG Toolbox

MATLAB Quick Start

MATLAB Toolbox

Matrix

Matrix of Scenarios

Max Loss Function

max_comp_abs

max_comp_neg

max_comp_pos

max_cvar_dev

max_cvar_dev_g

max_cvar_risk

max_cvar_risk_g

max_dev

max_dev_g

max_risk

max_risk_g

max_var_dev

max_var_dev_g

max_var_risk

max_var_risk_g

maximize

Maximum

Maximum Component Absolute

Maximum Component Negative

Maximum Component Positive

Maximum CVaR

Maximum CVaR Deviation

Maximum CVaR Deviation for Gain

Maximum CVaR for Gain

Maximum Deviation

Maximum Deviation for Gain

Maximum for Gain

Maximum Functions Group

Maximum VaR

Maximum VaR Deviation

Maximum VaR Deviation for Gain

Maximum VaR for Gain

Mean Abs Functions Group

Mean Absolute Deviation

Mean Absolute Deviation Normal Dependent

Mean Absolute Deviation Normal Independent

Mean Absolute Error

Mean Absolute Error Normal Dependent

Mean Absolute Error Normal Independent

Mean Absolute Normal Dependent Error

Mean Absolute Normal Independent Error

Mean Absolute Risk

Mean Absolute Risk for Gain

Mean Absolute Risk for Gain Normal Dependent

Mean Absolute Risk Gain Normal Independent

Mean Absolute Risk Normal Dependent

Mean Absolute Risk Normal Independent

Mean Square Error

Mean Square Error Normal Dependent

Mean Square Error Normal Independent

meanabs_dev

meanabs_err

meanabs_nd_dev

meanabs_nd_err

meanabs_ni_dev

meanabs_ni_err

meanabs_pen

meanabs_pen_nd

meanabs_pen_ni

meanabs_risk

meanabs_risk_g

meanabs_risk_nd

meanabs_risk_nd_g

meanabs_risk_ni

meanabs_risk_ni_g

meansquare

meansquare_err

meansquare_nd

meansquare_nd_err

meansquare_ni

meansquare_ni_err

minimize

mpsg_setpathtoPSG

MultiConstraint

Multiple Constraints

- N -

name of function

name of matrix

name of parameter

name of point

name of vector

Nonlinear Functions Group

- O -

Objective

Optimization Example Problem with C++

Optimization Problem

Optimization Solver

outargstruc_arr

Output in MATLAB

Output in Run-File

- P -

Packed Matrix

Parameter

Partial Moment

Partial Moment Deviation

Partial Moment Deviation Normal Dependent

Partial Moment Deviation Normal Independent

Partial Moment for Gain

Partial Moment for Gain Normal Dependent

Partial Moment for Gain Normal Independent

Partial Moment Functions Group

Partial Moment Gain Deviation

Partial Moment Gain Deviation Normal Dependent

Partial Moment Gain Deviation Normal Independent

Partial Moment Normal Dependent

Partial Moment Normal Independent

Partial Moment Two

Partial Moment Two Deviation for Gain

Partial Moment Two Deviation for Gain Normal Dependent

Partial Moment Two Deviation for Loss

Partial Moment Two Deviation Gain Normal Independent

Partial Moment Two Deviation Normal Dependent

Partial Moment Two Deviation Normal Independent

Partial Moment Two for Gain

Partial Moment Two for Gain Normal Dependent

Partial Moment Two for Gain Normal Independent

Partial Moment Two Max

Partial Moment Two Max Deviation

Partial Moment Two Max Deviation for Gain

Partial Moment Two Max for Gain

Partial Moment Two Normal Dependent

Partial Moment Two Normal Independent

path in MATLAB

pCVaR

pm_dev

pm_dev_g

pm_nd_dev

pm_nd_dev_g

pm_ni_dev

pm_ni_dev_g

pm_pen

pm_pen_g

pm_pen_nd

pm_pen_nd_g

pm_pen_ni

pm_pen_ni_g

pm2_dev

pm2_dev_g

pm2_max_dev

pm2_max_dev_g

pm2_max_pen

pm2_max_pen_g

pm2_nd_dev

pm2_nd_dev_g

pm2_ni_dev

pm2_ni_dev_g

pm2_pen

pm2_pen_g

pm2_pen_nd

pm2_pen_nd_g

pm2_pen_ni

pm2_pen_ni_g

PMatrix

Point

polynom_abs

Polynomial Absolute

pow_eut

Power Utility

pr_dev

pr_dev_g

pr_nd_dev

pr_nd_dev_g

pr_ni_dev

pr_ni_dev_g

pr_pen

pr_pen_g

pr_pen_nd

pr_pen_nd_g

pr_pen_ni

pr_pen_ni_g

precision

prmulti_dev

prmulti_dev_g

prmulti_nd_dev

prmulti_ni_dev

prmulti_pen

prmulti_pen_g

prmulti_pen_nd

prmulti_pen_nd_g

prmulti_pen_ni

prmulti_pen_ni_g

Probabilities of Scenarios

Probability Functions Group

Probability of Exceedance

Probability of Exceedance Deviation

Probability of Exceedance Deviation for Gain

Probability of Exceedance Deviation for Gain Multiple

Probability of Exceedance Deviation for Gain Normal Dependent

Probability of Exceedance Deviation Gain Normal Independent

Probability of Exceedance Deviation Multiple

Probability of Exceedance Deviation Multiple Normal Dependent

Probability of Exceedance Deviation Multiple Normal Independent

Probability of Exceedance Deviation Normal Dependent

Probability of Exceedance Deviation Normal Independent

Probability of Exceedance for Gain Multiple

Probability of Exceedance for Gain Multiple Normal Independent

Probability of Exceedance for Gain Normal Independent

Probability of Exceedance Gain Multiple Normal Dependent

Probability of Exceedance Multiple

Probability of Exceedance Multiple Normal Dependent

Probability of Exceedance Multiple Normal Independent

Probability of Exceedance Normal Independent

Probability of Exceedance Penalty for Gain

Probability of Exceedance Penalty Gain Normal Dependent

Probability of Exceedance Penalty Normal Dependent

Problem

problem calculate

Problem Description for C++ Environment

Problem in Text Format

Problem Statement

Pseudo R2

PSG Data

PSG Matrix

PSG Parameter

PSG PMatrix

PSG Point

PSG Vector

psg_suppress_message Global

psg_suppress_warning Global

- Q -

quadratic

Quick Start C++

Quick Start MATLAB

Quick Start MATLAB Toolbox

Quick Start Run-File

- R -

recourse

Recourse Function

Relative Entropy

Risk Functions

riskconstrparam Function

riskconstrprog

riskconstrprog Function

riskparam Function

riskprog

riskprog Function

riskratioprog Function

ro_err

Rockafellar Error

Root Mean Squared Error

Root Mean Squared Error Normal Dependent

Root Mean Squared Error Normal Independent

Run File Environment

Run-File Quick Start

- S -

Scaled CVaR Norm

Scenario Functions

scenario_benchmark

scenario_probability

Set of Constraints

short format of problem

Solution

Solution Structure

Solver

Sparse Matrix

Special MATLAB Subroutines

Special Subroutines in Toolbox

spline_sum

sqrt_quadratic

Square Root Quadratic

st_dev

st_err

st_nd_err

st_ni_err

st_pen

st_pen_nd

st_pen_ni

st_risk

st_risk_g

st_risk_nd

st_risk_nd_g

st_risk_ni

st_risk_ni_g

stages

Standard Deviation

Standard Functions Group

Standard Gain

Standard Gain Normal Dependent

Standard Gain Normal Independent

Standard Risk

Standard Risk Normal Dependent

Standard Risk Normal Independent

Start PSG

Start Working with PSG C++ Environment

Subroutines MATLAB

Sum of Functions

Sum of Splines Function

Sum of Splines Function in Calculation

Sum of Splines Function in Optimization

Sum of two Losses

System Requirements

- T -

Table of Deterministic Functions

Table of Functions

Table of Risk Functions

Takein Operation

TANK

tbpsg_constraints_data

tbpsg_constraints_vars

tbpsg_create_user_subroutine

tbpsg_dual_data

tbpsg_export_to_workspace

tbpsg_function_data

tbpsg_function_gradient

tbpsg_function_increment

tbpsg_function_names

tbpsg_function_value

tbpsg_isoptimal

tbpsg_loss_values

tbpsg_matrix_data

tbpsg_matrix_pack

tbpsg_matrix_vars

tbpsg_objective

tbpsg_optimal_point_data

tbpsg_optimal_point_vars

tbpsg_parameter_pack

tbpsg_pmatrix_pack

tbpsg_point_data

tbpsg_point_pack

tbpsg_point_vars

tbpsg_problem_exporttotext

tbpsg_problem_importfromtext

tbpsg_run

tbpsg_slack_data

tbpsg_solution

tbpsg_solution_struct

tbpsg_time

tbpsg_toolbox

tbpsg_vars

tbpsg_vector_constraint_data

tbpsg_vector_data

tbpsg_vector_dual_data

tbpsg_vector_pack

tbpsg_vector_slack_data

Text Format of PSG

timelimit

Toolbox MATLAB

Toolbox MATLAB Lesson 1

Toolbox MATLAB Lesson 2

Toolbox MATLAB Lesson 3

Toolbox MATLAB Quick Start

- U -

upper_bound

User Subroutine

Utilities Functions Group

- V -

Value

Value in Optimization Problem

Value of function

Value Problem

VAN

VaR

VaR Component Negative

VaR Component Positive

VaR Deviation

VaR Deviation for Gain

VaR Deviation for Gain for Mixture of Normal Independent

VaR Deviation for Gain Normal Dependent

VaR Deviation for Gain Normal Independent

VaR Deviation for Mixture of Normal Independent

VaR Deviation Normal Dependent

VaR Deviation Normal Independent

VaR for Gain

VaR for Gain for Mixture of Normal Independent

VaR for Gain Normal Dependent

VaR for Gain Normal Independent

VaR for Mixture of Normal Independent

VaR Functions Group

VaR Normal Dependent

VaR Normal Independent

var_comp_neg

var_comp_pos

var_dev

var_dev_g

var_nd_dev

var_nd_dev_g

var_ni_dev

var_ni_dev_g

var_risk

var_risk_g

var_risk_nd

var_risk_nd_g

var_risk_ni

var_risk_ni_g

variable

Variable Function

Variance

Vector

Version 1.3

Version 2.0

Versions of PSG

- W -

wcvar_ni

Why PSG

Windows