Pages that link to "Item:Q2434984"
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The following pages link to Stability analysis of stochastic programs with second order dominance constraints (Q2434984):
Displaying 28 items.
- An approximation scheme for stochastic programs with second order dominance constraints (Q501509) (← links)
- Stability analysis for stochastic programs (Q1178442) (← links)
- ALM models based on second order stochastic dominance (Q1616799) (← links)
- Optimal privatization portfolios in the presence of arbitrary risk aversion (Q1681178) (← links)
- Penalized sample average approximation methods for stochastic programs in economic and secure dispatch of a power system (Q1789576) (← links)
- Data-driven stochastic programming with distributionally robust constraints under Wasserstein distance: asymptotic properties (Q2059163) (← links)
- Quantitative stability analysis for minimax distributionally robust risk optimization (Q2118071) (← links)
- Stochastic dominance tests (Q2177995) (← links)
- A smoothing SAA algorithm for a portfolio choice model based on second-order stochastic dominance measures (Q2190257) (← links)
- On distributionally robust optimization problems with \(k\)-th order stochastic dominance constraints induced by full random quadratic recourse (Q2208959) (← links)
- Statistical robustness in utility preference robust optimization models (Q2235161) (← links)
- Portfolio optimization with relaxation of stochastic second order dominance constraints via conditional value at risk (Q2244232) (← links)
- General linear formulations of stochastic dominance criteria (Q2355950) (← links)
- Convergence analysis of stationary points in sample average approximation of stochastic programs with second order stochastic dominance constraints (Q2436650) (← links)
- Convergence analysis for distributionally robust optimization and equilibrium problems (Q2806810) (← links)
- Stability analysis of stochastic multiobjective optimization problems with complementarity constraints (Q2836071) (← links)
- Stability and sensitivity of stochastic dominance constrained optimization models (Q2866202) (← links)
- Empirical estimates in stochastic programs with probability and second order stochastic dominance constraints (Q2945117) (← links)
- Probability approximation schemes for stochastic programs with distributionally robust second-order dominance constraints (Q4594832) (← links)
- Stability Analysis of Optimization Problems with $k$th order stochastic and distributionally robust dominance constraints induced by full random recourse (Q4641665) (← links)
- Quantitative Stability and Empirical Approximation of Risk-Averse Models Induced by Two-Stage Stochastic Programs with Full Random Recourse (Q5013389) (← links)
- Solution path of the perturbed Karush-Kuhn-Tucker system for stochastic nonlinear programming with inequality constraints (Q5195886) (← links)
- Quantitative Stability Analysis of Two-Stage Stochastic Linear Programs with Full Random Recourse (Q5238078) (← links)
- Lipschitzian Properties and Stability of a Class of First-Order Stochastic Dominance Constraints (Q5252600) (← links)
- Stability and Sensitivity of Optimization Problems with First Order Stochastic Dominance Constraints (Q5444294) (← links)
- Stability and Continuity in Robust Optimization (Q5737730) (← links)
- Robust weighted expected residual minimization formulation for stochastic vector variational inequalities (Q5743300) (← links)
- Stackelberg risk preference design (Q6665396) (← links)
