The expected value over the scenarios

Minimizing an expectation optimizes the average case and says nothing about the bad ones; use cvar() when the bad ones are what matter.

Usage

expectation(x)

Arguments

x

A model expression.

Value

An expression of the same length.

Details

x is any expression containing a random variable. The result is deterministic, and can be used anywhere a number can. Applied to a vector expression, it aggregates each element.