Theorem 2.2, p. 8 — for continuous concave or quadratic L, worst-case CVaR ≤ 0 iff inf_P P(L ≤ 0) ≥ 1 − ε

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Theorem 2.2, p. 8 — for continuous concave or quadratic L, worst-case CVaR ≤ 0 iff inf_P P(L ≤ 0) ≥ 1 − ε · Prove2Me