I am reading a paper named Risk-sensitive and Robust Decision-making: a CVaR Optimization Approach.

In appendix A.3 they provide a proof for their Theorem $4$. The $n=1$ case for equation (11) is said to be held by definition. However, I cannot see why it is true from their definition of operator $T$.

Can anyone enlighten me about this?


Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Browse other questions tagged or ask your own question.