Pages that link to "Item:Q1771344"
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The following pages link to Applying the minimax criterion in stochastic recourse programs (Q1771344):
Displaying 20 items.
- Stochastic network models for logistics planning in disaster relief (Q323517) (← links)
- On the expected optimal value and the optimal expected value (Q850268) (← links)
- Computational experience concerning payoff tables and minimum criterion values over the efficient set (Q1095808) (← links)
- An implementable SAA nonlinear Lagrange algorithm for constrained minimax stochastic optimization problems (Q1721098) (← links)
- Robust two-stage stochastic linear optimization with risk aversion (Q1752187) (← links)
- Applying the minimum risk criterion in stochastic recourse programs (Q1866133) (← links)
- Distributionally robust optimization. A review on theory and applications (Q2074636) (← links)
- Asymptotic behavior of solutions: an application to stochastic NLP (Q2118078) (← links)
- Scenario-based cuts for structured two-stage stochastic and distributionally robust \(p\)-order conic mixed integer programs (Q2231326) (← links)
- Convergence analysis for distributionally robust optimization and equilibrium problems (Q2806810) (← links)
- Quantitative stability analysis for distributionally robust optimization with moment constraints (Q2821799) (← links)
- Uncertainties in minimax stochastic programs (Q3111134) (← links)
- Models for Minimax Stochastic Linear Optimization Problems with Risk Aversion (Q3169108) (← links)
- (Q3325439) (← links)
- Robust stochastic programming with uncertain probabilities (Q3524435) (← links)
- A Min-Max-Max-Min Approach to Solving a Stochastic Programming Problem with Simple Recourse (Q4012769) (← links)
- The minimax approach to stochastic programming and an illustrative application (Q4726044) (← links)
- Stochastic Decomposition Method for Two-Stage Distributionally Robust Linear Optimization (Q5097017) (← links)
- (Q5282673) (← links)
- Stability and Continuity in Robust Optimization (Q5737730) (← links)