The following pages link to (Q3528030):
Displaying 30 items.
- Variational Theory for Optimization under Stochastic Ambiguity (Q5266537) (← links)
- (Q5486570) (← links)
- Distributionally Robust Reward-Risk Ratio Optimization with Moment Constraints (Q5737736) (← links)
- Multistage stochastic programs with a random number of stages: dynamic programming equations, solution methods, and application to portfolio selection (Q5859015) (← links)
- Inf-Convolution, Optimal Allocations, and Model Uncertainty for Tail Risk Measures (Q5868966) (← links)
- A new coherent multivariate average-value-at-risk (Q5880387) (← links)
- Stochastic multi-objective optimization: a survey on non-scalarizing methods (Q5963107) (← links)
- Large-scale financial planning via a partially observable stochastic dual dynamic programming framework (Q6053114) (← links)
- Mean‐ portfolio selection and ‐arbitrage for coherent risk measures (Q6054408) (← links)
- Risk filtering and risk-averse control of Markovian systems subject to model uncertainty (Q6080762) (← links)
- Sample average approximation for risk-averse problems: a virtual power plant scheduling application (Q6114903) (← links)
- Chance-constrained optimization under limited distributional information: a review of reformulations based on sampling and distributional robustness (Q6114933) (← links)
- An Integrated Transportation Distance between Kernels and Approximate Dynamic Risk Evaluation in Markov Systems (Q6140989) (← links)
- An elementary proof of the dual representation of expected shortfall (Q6146112) (← links)
- Mini-Batch Risk Forms (Q6157997) (← links)
- Assessing the difference between integrated quantiles and integrated cumulative distribution functions (Q6171951) (← links)
- Adjusted higher-order expected shortfall (Q6199662) (← links)
- Convex approximations of two-stage risk-averse mixed-integer recourse models (Q6498415) (← links)
- A note on the induction of comonotonic additive risk measures from acceptance sets (Q6540896) (← links)
- Random distortion risk measures (Q6543148) (← links)
- Inf-convolution and optimal risk sharing with countable sets of risk measures (Q6549612) (← links)
- A risk-averse stochastic approximation of the optimal allocation of active redundancies to coherent systems (Q6562714) (← links)
- A polynomial chaos-based approach to risk-averse piezoelectric control of random vibrations of beams (Q6569298) (← links)
- Range-based risk measures and their applications (Q6569742) (← links)
- Law-invariant return and star-shaped risk measures (Q6573820) (← links)
- Connection between higher order measures of risk and stochastic dominance (Q6612242) (← links)
- First order asymptotics of the sample average approximation method to solve risk averse stochastic programs (Q6634525) (← links)
- A Reverse ES (CVaR) Optimization Formula (Q6640255) (← links)
- On risk evaluation and control of distributed multi-agent systems (Q6644269) (← links)
- On the cost of risk misspecification in insurance pricing (Q6670104) (← links)
