Pages that link to "Item:Q1434077"

The following pages link to Optimality and duality theory for stochastic optimization problems with nonlinear dominance constraints (Q1434077):

Displaying 8 items.

• Expected Utility Maximization with Stochastic Dominance Constraints in Complete Markets (Q5162844) (← 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)
• Stability and Sensitivity of Optimization Problems with First Order Stochastic Dominance Constraints (Q5444294) (← links)
• Two-stage stochastic equilibrium problems with equilibrium constraints: modeling and numerical schemes (Q5746734) (← links)
• Distributionally robust chance constraints for non-linear uncertainties (Q5962718) (← links)
• The deepest event cuts in risk-averse optimization with application to radiation therapy design (Q6188060) (← links)
• Short communication: mean-stochastic-dominance portfolio selection in continuous time (Q6648325) (← links)