
<ul class="simple">
<li><p><code class="docutils literal notranslate"><span class="pre">alpha</span></code>: Risk level parameter controlling CVaR conservativeness (must satisfy 0 &lt; alpha ≤ 1)</p></li>
</ul>
</p>
</dd>
<dt class="field-even">Raises<span class="colon">:</span></dt>
<dd class="field-even"><p><strong>CVaRDROError</strong> – <ul class="simple">
<li><p>If <code class="docutils literal notranslate"><span class="pre">alpha</span></code> is not in (0, 1]</p></li>
<li><p>If unrecognized conf