Pages that link to "Item:Q1931644"
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The following pages link to Robustness in stochastic programs with risk constraints (Q1931644):
Displaying 29 items.
- On relations between DEA-risk models and stochastic dominance efficiency tests (Q301149) (← links)
- A remark on multiobjective stochastic optimization via strongly convex functions (Q314598) (← links)
- Ambiguity in risk preferences in robust stochastic optimization (Q323319) (← links)
- Scenario approximation of robust and chance-constrained programs (Q368719) (← links)
- Sample approximation technique for mixed-integer stochastic programming problems with several chance constraints (Q439920) (← links)
- Distributionally robust multi-item newsvendor problems with multimodal demand distributions (Q494311) (← links)
- Tractable stochastic analysis in high dimensions via robust optimization (Q715242) (← links)
- Robust portfolio optimization: a categorized bibliographic review (Q827129) (← links)
- Multi-stage emissions management of a steel company (Q827145) (← links)
- Robustness-based approach for fuzzy multi-objective problems (Q828867) (← links)
- Robustness in stochastic programming models (Q1312649) (← links)
- Optimal privatization portfolios in the presence of arbitrary risk aversion (Q1681178) (← links)
- Individual optimal pension allocation under stochastic dominance constraints (Q1703557) (← links)
- Scenario-based stochastic programs: Resistance with respect to sample (Q1918420) (← links)
- Approximation and contamination bounds for probabilistic programs (Q1931626) (← links)
- Robustness of stochastic programs with endogenous randomness via contamination (Q2103025) (← links)
- A decision-dependent randomness stochastic program for asset-liability management model with a pricing decision (Q2241064) (← links)
- Pension fund management with investment certificates and stochastic dominance (Q2241065) (← links)
- Recent advances in robust optimization: an overview (Q2256312) (← links)
- General linear formulations of stochastic dominance criteria (Q2355950) (← links)
- Sample approximation technique for mixed-integer stochastic programming problems with expected value constraints (Q2448164) (← links)
- Robustness of optimal portfolios under risk and stochastic dominance constraints (Q2514714) (← links)
- Computationally tractable counterparts of distributionally robust constraints on risk measures (Q2832107) (← links)
- Robustness and stability in constraint programming under dynamism and uncertainty (Q2874430) (← links)
- Chance constrained problems: penalty reformulation and performance of sample approximation technique (Q2893936) (← links)
- A Robust Optimization Perspective on Stochastic Programming (Q3392134) (← links)
- Robustness Analysis of Stochastic Programs with Joint Probabilistic Constraints (Q4927274) (← links)
- Risk-Averse Stochastic Programming vs. Adaptive Robust Optimization: A Virtual Power Plant Application (Q5087740) (← links)
- Robustness in SSD portfolio efficiency testing (Q5176363) (← links)
