Pages that link to "Item:Q2174056"
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The following pages link to Polyhedral coherent risk measures and robust optimization (Q2174056):
Displaying 13 items.
- Risk measures in stochastic programming and robust optimization problems (Q269131) (← links)
- Expected utility theory, optimal portfolios, and polyhedral coherent risk measures (Q891103) (← links)
- Optimizing over coherent risk measures and non-convexities: a robust mixed integer optimization approach (Q902084) (← links)
- Polyhedral coherent risk measures and investment portfolio optimization (Q946748) (← links)
- Moment calculations for piecewise-defined functions: an application to stochastic optimization with coherent risk measures (Q993722) (← links)
- Polyhedral coherent risk measures in the case of imprecise scenario estimates (Q1795509) (← links)
- Risk measures in the form of infimal convolution (Q2043964) (← links)
- The class of polyhedral coherent risk measures (Q2574231) (← links)
- Restricted risk measures and robust optimization (Q2629722) (← links)
- (Q3014577) (← links)
- Constructing Uncertainty Sets for Robust Linear Optimization (Q3100442) (← links)
- An Interior-Point Approach for Solving Risk-Averse PDE-Constrained Optimization Problems with Coherent Risk Measures (Q5148402) (← links)
- Polyhedral coherent risk measure and distributionally robust portfolio optimization (Q6160556) (← links)