Pages that link to "Item:Q2629722"
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The following pages link to Restricted risk measures and robust optimization (Q2629722):
Displaying 9 items.
- Good deals and benchmarks in robust portfolio selection (Q322536) (← links)
- Stochastic linear programming with a distortion risk constraint (Q480777) (← links)
- Optimizing over coherent risk measures and non-convexities: a robust mixed integer optimization approach (Q902084) (← links)
- Generalized adaptive partition-based method for two-stage stochastic linear programs with fixed recourse (Q2097658) (← links)
- Tight bounds for a class of data-driven distributionally robust risk measures (Q2115129) (← links)
- On a robust risk measurement approach for capital determination errors minimization (Q2212174) (← links)
- Computationally tractable counterparts of distributionally robust constraints on risk measures (Q2832107) (← links)
- Optimal risk control under functionally restricted perturbation (Q2854202) (← links)
- Constructing Uncertainty Sets for Robust Linear Optimization (Q3100442) (← links)