Pages that link to "Item:Q2752044"
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The following pages link to Conditional value-at-risk: optimization approach (Q2752044):
Displaying 15 items.
- Stochastic Monotonicity of the Mean-CVaRs and Their Applications to Inventory Systems with Stockout Cost: A Transformation Approach (Q3305577) (← links)
- On peculiarities of\nobreakspace {}CoVaR-based portfolio\nobreakspace {}selection (Q4614225) (← links)
- A consistent estimator to the orthant-based tail value-at-risk (Q4615434) (← links)
- Tracking a rainfall index constrained by Conditional Value-at-Risk (Q4639287) (← links)
- Optimization with Multivariate Conditional Value-at-Risk Constraints (Q5166262) (← links)
- Optimal Control of Conditional Value-at-Risk in Continuous Time (Q5347544) (← links)
- AN AXIOMATIC APPROACH TO CAPITAL ALLOCATION (Q5692937) (← links)
- Computational Science - ICCS 2004 (Q5712735) (← links)
- Risk-Averse PDE-Constrained Optimization Using the Conditional Value-At-Risk (Q5743613) (← links)
- Credit risk optimization with conditional Value-at-Risk criterion (Q5944954) (← links)
- On Optimizing the Conditional Value-at-Risk of a Maximum Cost for Risk-Averse Safety Analysis (Q6056429) (← links)
- Minimizing oracle-structured composite functions (Q6173766) (← links)
- Impact of deferred payment on decisions and coordination in a dual-channel supply chain with a risk-averse retailer (Q6189852) (← links)
- Risk quantization by magnitude and propensity (Q6543152) (← links)
- Cashflow-driven investment beyond expectations (Q6656767) (← links)
