Pages that link to "Item:Q2413101"
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The following pages link to Quadratic two-stage stochastic optimization with coherent measures of risk (Q2413101):
Displaying 18 items.
- A polynomial-time solution scheme for quadratic stochastic programs (Q368716) (← links)
- Conditioning of linear-quadratic two-stage stochastic optimization problems (Q484135) (← links)
- Moment calculations for piecewise-defined functions: an application to stochastic optimization with coherent risk measures (Q993722) (← links)
- Risk optimization with \(p\)-order conic constraints: a linear programming approach (Q1038319) (← links)
- Decomposition and discrete approximation methods for solving two-stage distributionally robust optimization problems (Q2026771) (← 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)
- Two-stage stochastic standard quadratic optimization (Q2077956) (← links)
- Frameworks and results in distributionally robust optimization (Q2165596) (← links)
- Time consistent expected mean-variance in multistage stochastic quadratic optimization: a model and a matheuristic (Q2288876) (← links)
- Two-stage stochastic hierarchical multiple risk problems: Models and algorithms (Q2390998) (← links)
- A class of two-stage distributionally robust games (Q2423291) (← links)
- Two-stage mean-risk stochastic mixed integer optimization model for location-allocation problems under uncertain environment (Q2666690) (← links)
- Risk-Averse Two-Stage Stochastic Linear Programming: Modeling and Decomposition (Q3013923) (← links)
- Successive Quadratic Upper-Bounding for Discrete Mean-Risk Minimization and Network Interdiction (Q3386769) (← links)
- Quantitative Stability and Empirical Approximation of Risk-Averse Models Induced by Two-Stage Stochastic Programs with Full Random Recourse (Q5013389) (← links)
- Scenario decomposable subgradient projection method for two-stage stochastic programming with convex risk measures (Q6138351) (← links)
