Pages that link to "Item:Q4651991"
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The following pages link to On a Class of Minimax Stochastic Programs (Q4651991):
Displaying 9 items.
- Parallel Scenario Decomposition of Risk-Averse 0-1 Stochastic Programs (Q5131712) (← 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)
- Variational Theory for Optimization under Stochastic Ambiguity (Q5266537) (← links)
- (Q5282673) (← links)
- Ambiguity in portfolio selection (Q5423195) (← links)
- Solution Approaches to Linear Fractional Programming and Its Stochastic Generalizations Using Second Order Cone Approximations (Q5857295) (← links)
- Stochastic crowd shipping last-mile delivery with correlated marginals and probabilistic constraints (Q6106980) (← links)
- Distributionally Favorable Optimization: A Framework for Data-Driven Decision-Making with Endogenous Outliers (Q6188509) (← links)