Pages that link to "Item:Q2031326"

The following pages link to Multi-stage distributionally robust optimization with risk aversion (Q2031326):

Displaying 21 items.

• Robust two-stage stochastic linear optimization with risk aversion (Q1752187) (← links)
• Tutorial on risk neutral, distributionally robust and risk averse multistage stochastic programming (Q2028833) (← links)
• Robust stochastic optimization with convex risk measures: a discretized subgradient scheme (Q2031316) (← links)
• Robust multistage optimization with decision-dependent uncertainty (Q2050275) (← links)
• On \(q\)-Newton's method for unconstrained multiobjective optimization problems (Q2053032) (← links)
• Data-driven stochastic programming with distributionally robust constraints under Wasserstein distance: asymptotic properties (Q2059163) (← links)
• A simple approximated solution method for solving fractional trust region subproblems of nonlinearly equality constrained optimization (Q2069295) (← links)
• Robust minimum cost consensus model for multicriteria decision-making under uncertain circumstances (Q2073575) (← links)
• A new data-driven robust optimization approach to multi-item newsboy problems (Q2083366) (← links)
• Multi-stage portfolio selection problem with dynamic stochastic dominance constraints (Q2149614) (← links)
• Robust portfolio optimization with respect to spectral risk measures under correlation uncertainty (Q2152585) (← links)
• A block positive-semidefinite splitting preconditioner for generalized saddle point linear systems (Q2306412) (← links)
• Distribution-robust loss-averse optimization (Q2361137) (← links)
• Inseparable robust reward-risk optimization models with distribution uncertainty (Q2396920) (← links)
• A robust multiobjective mathematical model optimizing stock portfolio (Q2676017) (← links)
• The proximal point method with a vectorial Bregman regularization in multiobjective DC programming (Q5034939) (← links)
• A robust posterior preference multi-response optimization approach in multistage processes (Q5160278) (← links)
• Distributionally Robust Reward-Risk Ratio Optimization with Moment Constraints (Q5737736) (← links)
• A modified exchange algorithm for distributional robust optimization and applications in risk management (Q6092503) (← links)
• Forward robust portfolio selection: the binomial case (Q6543815) (← links)
• Cross-influence of information and risk effects on the IPO market: exploring risk disclosure with a machine learning approach (Q6547078) (← links)