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math.OC2026

The Risk Quadrangle in Optimization: An Overview with Recent Results and Extensions

Bogdan Grechuk, Anton Malandii, Terry Rockafellar +1

This paper revisits and extends the 2013 development by Rockafellar and Uryasev of the Risk Quadrangle (RQ) as a unified scheme for integrating risk management, optimization, and s…