“…Stability becomes especially important in applications, where perturbations almost always need to be considered due to incomplete distributional information about a random variable and other approximations. Superquantiles are therefore widely used in financial engineering (Yamai and Yoshiba [41], Alexander et al [2], Wang and Uryasev [39], Balbas et al [5], Uryasev et al [37]), but increasingly also in other application areas such as structural engineering (Rockafellar and Royset [27], Minguez et al [20], Haukaas et al [15]), military operations (Commander et al [8], Kalinchenko et al [16], Molyboha and Zabarankin [21]), natural resources (Yamout et al [42], Webby et al [40]), supply chains (Tomlin [36], Verderame and Floudas [38]), and energy systems (Carrion et al [7], Conejo et al [9]), to mention a few. We refer to Rockafellar [26], Sarykalin et al [35], and Krokhmal et al [19] for earlier reviews of risk measures and superquantiles, as well as for a more comprehensive list of references.…”