Pages that link to "Item:Q1752187"
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The following pages link to Robust two-stage stochastic linear optimization with risk aversion (Q1752187):
Displaying 28 items.
- Two-stage stochastic optimization problems with stochastic ordering constraints on the recourse (Q439600) (← links)
- A risk-averse stochastic program for integrated system design and preventive maintenance planning (Q666964) (← links)
- Robust portfolio optimization: a categorized bibliographic review (Q827129) (← links)
- Robust multicriteria risk-averse stochastic programming models (Q1698287) (← links)
- New algorithmic framework for conditional value at risk: application to stochastic fixed-charge transportation (Q1735183) (← links)
- Risk-averse two-stage stochastic programming with an application to disaster management (Q1762003) (← links)
- Studying interconnections between two classes of two-stage fuzzy optimization problems (Q1955461) (← links)
- A time-consistent Benders decomposition method for multistage distributionally robust stochastic optimization with a scenario tree structure (Q2028454) (← links)
- Constraint generation for risk averse two-stage stochastic programs (Q2028853) (← links)
- Robust stochastic optimization with convex risk measures: a discretized subgradient scheme (Q2031316) (← links)
- Multi-stage distributionally robust optimization with risk aversion (Q2031326) (← links)
- Data-driven stochastic programming with distributionally robust constraints under Wasserstein distance: asymptotic properties (Q2059163) (← links)
- Robust multi-period portfolio selection based on downside risk with asymmetrically distributed uncertainty set (Q2183311) (← links)
- A model of distributionally robust two-stage stochastic convex programming with linear recourse (Q2295314) (← links)
- Distribution-robust loss-averse optimization (Q2361137) (← links)
- Quadratic two-stage stochastic optimization with coherent measures of risk (Q2413101) (← links)
- A class of two-stage distributionally robust games (Q2423291) (← links)
- A simheuristic algorithm for the portfolio optimization problem with random returns and noisy covariances (Q2669799) (← links)
- Two-stage distributionally robust optimization model for warehousing-transportation problem under uncertain environment (Q2698567) (← links)
- Risk-Averse Two-Stage Stochastic Linear Programming: Modeling and Decomposition (Q3013923) (← links)
- Models for Minimax Stochastic Linear Optimization Problems with Risk Aversion (Q3169108) (← links)
- Risk-Averse Two-Stage Stochastic Program with Distributional Ambiguity (Q4971569) (← links)
- Quantitative Stability and Empirical Approximation of Risk-Averse Models Induced by Two-Stage Stochastic Programs with Full Random Recourse (Q5013389) (← links)
- Linearized Robust Counterparts of Two-Stage Robust Optimization Problems with Applications in Operations Management (Q5085483) (← links)
- Robust two-stage stochastic linear programs with moment constraints (Q5169460) (← links)
- Regularized methods for a two-stage robust production planning problem and its sample average approximation (Q6093994) (← links)
- Data-driven distributionally robust risk-averse two-stage stochastic linear programming over Wasserstein ball (Q6142068) (← links)
- A two-stage distributionally robust maximum expert consensus model with asymmetric costs and risk aversion (Q6659006) (← links)
