Pages that link to "Item:Q4709737"
From MaRDI portal
The following pages link to Minimax analysis of stochastic problems (Q4709737):
Displaying 22 items.
- Robust Optimization with Ambiguous Stochastic Constraints Under Mean and Dispersion Information (Q4971381) (← links)
- Conic Programming Reformulations of Two-Stage Distributionally Robust Linear Programs over Wasserstein Balls (Q4971384) (← links)
- Adjustable Robust Optimization via Fourier–Motzkin Elimination (Q4971396) (← links)
- On the Heavy-Tail Behavior of the Distributionally Robust Newsvendor (Q5031607) (← links)
- (Q5054636) (← links)
- Finding Minimum Volume Circumscribing Ellipsoids Using Generalized Copositive Programming (Q5058050) (← links)
- Data-driven distributionally robust risk parity portfolio optimization (Q5058398) (← links)
- An Approximation Scheme for Distributionally Robust PDE-Constrained Optimization (Q5081087) (← links)
- Stochastic Decomposition Method for Two-Stage Distributionally Robust Linear Optimization (Q5097017) (← links)
- An Approximation Scheme for Distributionally Robust Nonlinear Optimization (Q5116546) (← 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)
- Gain-loss pricing under ambiguity of measure (Q5189212) (← links)
- Solution Approaches to Linear Fractional Programming and Its Stochastic Generalizations Using Second Order Cone Approximations (Q5857295) (← links)
- Sharing the value‐at‐risk under distributional ambiguity (Q6054142) (← links)
- Explainable subgradient tree boosting for prescriptive analytics in operations management (Q6087515) (← links)
- Minimax decision rules for planning under uncertainty: drawbacks and remedies (Q6096607) (← links)
- Data-driven distributionally robust risk-averse two-stage stochastic linear programming over Wasserstein ball (Q6142068) (← links)
- Distributionally robust joint chance-constrained programming with Wasserstein metric (Q6585823) (← links)
- A new distributionally robust reward-risk model for portfolio optimization (Q6595260) (← links)
- Data-driven distributionally robust supplier selection and order allocation problems considering carbon emissions (Q6659130) (← links)
