Pages that link to "Item:Q4441972"
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The following pages link to Optimization with Stochastic Dominance Constraints (Q4441972):
Displaying 50 items.
- Novel approaches for portfolio construction using second order stochastic dominance (Q1789608) (← links)
- A joint model of probabilistic/robust constraints for gas transport management in stationary networks (Q1789627) (← links)
- On Banach spaces of vector-valued random variables and their duals motivated by risk measures (Q1790410) (← links)
- Some equilibrium problems under uncertainty and random variational inequalities (Q1931665) (← links)
- Risk-averse feasible policies for large-scale multistage stochastic linear programs (Q1949267) (← links)
- On capacity expansion planning under strategic and operational uncertainties based on stochastic dominance risk averse management (Q1989732) (← links)
- A systematic approach for examining the impact of calibration uncertainty in disease modeling (Q1989736) (← links)
- A smoothing algorithm for a new two-stage stochastic model of supply chain based on sample average approximation (Q1992874) (← links)
- B{\&}B method for discrete partial order optimization (Q2010369) (← links)
- Data-driven stochastic programming with distributionally robust constraints under Wasserstein distance: asymptotic properties (Q2059163) (← links)
- Interval-based stochastic dominance: theoretical framework and application to portfolio choices (Q2070730) (← links)
- Incomplete risk-preference information in portfolio decision analysis (Q2079418) (← links)
- Two-stage stochastic programming under multivariate risk constraints with an application to humanitarian relief network design (Q2118070) (← links)
- Multi-stage portfolio selection problem with dynamic stochastic dominance constraints (Q2149614) (← links)
- Fraction-degree reference dependent stochastic dominance (Q2152263) (← links)
- Frameworks and results in distributionally robust optimization (Q2165596) (← links)
- Some matheuristic algorithms for multistage stochastic optimization models with endogenous uncertainty and risk management (Q2184057) (← links)
- Portfolio diversification based on stochastic dominance under incomplete probability information (Q2184173) (← links)
- On pricing-based equilibrium for network expansion planning. A multi-period bilevel approach under uncertainty (Q2189937) (← links)
- A smoothing SAA algorithm for a portfolio choice model based on second-order stochastic dominance measures (Q2190257) (← links)
- An incremental bundle method for portfolio selection problem under second-order stochastic dominance (Q2200800) (← links)
- On distributionally robust optimization problems with \(k\)-th order stochastic dominance constraints induced by full random quadratic recourse (Q2208959) (← links)
- A decision-dependent randomness stochastic program for asset-liability management model with a pricing decision (Q2241064) (← links)
- Pension fund management with investment certificates and stochastic dominance (Q2241065) (← links)
- Fair resource allocation: using welfare-based dominance constraints (Q2242256) (← links)
- Portfolio optimization with relaxation of stochastic second order dominance constraints via conditional value at risk (Q2244232) (← links)
- Stochastically weighted stochastic dominance concepts with an application in capital budgeting (Q2255976) (← links)
- Shape-restricted inference for Lorenz curves using duality theory (Q2267621) (← links)
- Risk aversion for an electricity retailer with second-order stochastic dominance constraints (Q2271803) (← links)
- Maximum excess dominance: identifying impractical solutions in linear problems with interval coefficients (Q2282559) (← links)
- Can commodities dominate stock and bond portfolios? (Q2288932) (← links)
- Variational inequality approach to stochastic Nash equilibrium problems with an application to Cournot oligopoly (Q2349853) (← links)
- Finding efficient and environmentally friendly paths for risk-averse freight carriers (Q2357876) (← links)
- Equivalence of the problems with quantile and integral quantile criteria (Q2392438) (← links)
- Aspects of optimization with stochastic dominance (Q2399318) (← links)
- A quantitative comparison of risk measures (Q2400017) (← links)
- Enhanced indexing for risk averse investors using relaxed second order stochastic dominance (Q2402580) (← links)
- Mean-variance optimal trading problem subject to stochastic dominance constraints with second order autoregressive price dynamics (Q2408894) (← links)
- An algorithm for sequential tail value at risk for path-independent payoffs in a binomial tree (Q2430615) (← links)
- Alternate risk measures for emergency medical service system design (Q2430620) (← links)
- Stability analysis of stochastic programs with second order dominance constraints (Q2434984) (← links)
- Convergence analysis of stationary points in sample average approximation of stochastic programs with second order stochastic dominance constraints (Q2436650) (← links)
- Sample approximation technique for mixed-integer stochastic programming problems with expected value constraints (Q2448164) (← links)
- On measuring and profiling catastrophic risks (Q2458097) (← links)
- Inverse stochastic dominance constraints and rank dependent expected utility theory (Q2502203) (← links)
- Portfolio construction based on stochastic dominance and target return distributions (Q2502214) (← links)
- Robustness of optimal portfolios under risk and stochastic dominance constraints (Q2514714) (← links)
- A general test for SSD portfolio efficiency (Q2516639) (← links)
- Regularization of stochastic variational inequalities and a comparison of an \(L_p\) and a sample-path approach (Q2637662) (← links)
- Smart network based portfolios (Q2675737) (← links)
