Pages that link to "Item:Q4441972"

The following pages link to Optimization with Stochastic Dominance Constraints (Q4441972):

Displaying 50 items.

• Bounds and approximations for multistage stochastic programs (Q2796801) (← links)
• Two-stage optimization problems with multivariate stochastic order constraints (Q2800361) (← links)
• Multivariate stochastic dominance for risk averters and risk seekers (Q2826666) (← links)
• A smoothing penalized sample average approximation method for stochastic programs with second-order stochastic dominance constraints (Q2846481) (← links)
• Stability and sensitivity of stochastic dominance constrained optimization models (Q2866202) (← links)
• Sampling average approximation method for a class of stochastic Nash equilibrium problems (Q2867407) (← links)
• Two-Stage Stochastic Optimization Meets Two-Scale Simulation (Q2945486) (← links)
• Primal-Dual Algorithms for Optimization with Stochastic Dominance (Q2954172) (← links)
• Optimization with Multivariate Stochastic Dominance Constraints (Q2954390) (← links)
• Augmented Lagrangian Methods for Solving Optimization Problems with Stochastic-Order Constraints (Q2957468) (← links)
• Stochastic Optimization of Electricity Portfolios: Scenario Tree Modeling and Risk Management (Q2974430) (← links)
• Risk Aversion in Two-Stage Stochastic Integer Programming (Q3001274) (← links)
• Portfolio Optimization with Risk Control by Stochastic Dominance Constraints (Q3001275) (← links)
• Stochastic optimization problems with second order stochastic dominance constraints via Wasserstein metric (Q3120387) (← links)
• STOCHASTIC DOMINANCE: CONVEXITY AND SOME EFFICIENCY TESTS (Q3166713) (← links)
• New Formulations for Optimization under Stochastic Dominance Constraints (Q3395025) (← links)
• Stochastic Dynamic Optimization with Discounted Stochastic Dominance Constraints (Q3399255) (← links)
• Scenario Min-Max Optimization and the Risk of Empirical Costs (Q3449574) (← links)
• A branch-and-bound method for multistage stochastic integer programs with risk objectives (Q3498593) (← links)
• Inverse cutting plane methods for optimization problems with second-order stochastic dominance constraints (Q3577834) (← links)
• (Q3585648) (← links)
• Stochastic Dominance Constraints in Elastic Shape Optimization (Q4582829) (← links)
• Optimization with Reference-Based Robust Preference Constraints (Q4588856) (← links)
• Risk Management with Stochastic Dominance Models in Energy Systems with Dispersed Generation (Q4613825) (← links)
• Portfolio Choice Models Based on Second-Order Stochastic Dominance Measures: An Overview and a Computational Study (Q4613834) (← links)
• Buffered Probability of Exceedance: Mathematical Properties and Optimization (Q4637507) (← links)
• Stability Analysis of Optimization Problems with $k$th order stochastic and distributionally robust dominance constraints induced by full random recourse (Q4641665) (← links)
• Semi-infinite probabilistic optimization: first-order stochastic dominance constrain (Q4669791) (← links)
• (Q4856141) (← links)
• An enhanced model for portfolio choice with SSD criteria: a constructive approach (Q4911227) (← links)
• Optimization with Stochastic Preferences Based on a General Class of Scalarization Functions (Q4969337) (← links)
• Risk Arbitrage Opportunities for Stock Index Options (Q4994145) (← links)
• Quantitative Stability and Empirical Approximation of Risk-Averse Models Induced by Two-Stage Stochastic Programs with Full Random Recourse (Q5013389) (← links)
• Solving Stochastic Optimization with Expectation Constraints Efficiently by a Stochastic Augmented Lagrangian-Type Algorithm (Q5060780) (← links)
• Distributionally Robust Second-Order Stochastic Dominance Constrained Optimization with Wasserstein Ball (Q5080499) (← links)
• Preference Robust Optimization for Choice Functions on the Space of CDFs (Q5087108) (← links)
• Risk-Sensitive Reinforcement Learning via Policy Gradient Search (Q5102286) (← links)
• Epi-Regularization of Risk Measures (Q5119856) (← links)
• Distributionally Robust Optimization with Infinitely Constrained Ambiguity Sets (Q5129197) (← links)
• An Interior-Point Approach for Solving Risk-Averse PDE-Constrained Optimization Problems with Coherent Risk Measures (Q5148402) (← links)
• Expected Utility Maximization with Stochastic Dominance Constraints in Complete Markets (Q5162844) (← links)
• Multivariate robust second-order stochastic dominance and resulting risk-averse optimization (Q5239081) (← links)
• Lipschitzian Properties and Stability of a Class of First-Order Stochastic Dominance Constraints (Q5252600) (← links)
• A Convex Analytic Approach to Risk-Aware Markov Decision Processes (Q5258943) (← links)
• Higher moment coherent risk measures (Q5423190) (← links)
• Stability and Sensitivity of Optimization Problems with First Order Stochastic Dominance Constraints (Q5444294) (← links)
• CONSTRAINED OPTIMIZATION WITH RESPECT TO STOCHASTIC DOMINANCE: APPLICATION TO PORTFOLIO INSURANCE (Q5472779) (← links)
• Distributionally robust chance constraints for non-linear uncertainties (Q5962718) (← links)
• Stochastic multi-objective optimization: a survey on non-scalarizing methods (Q5963107) (← links)
• Optimal measure preserving derivatives revisited (Q6054457) (← links)