Pages that link to "Item:Q269131"
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The following pages link to Risk measures in stochastic programming and robust optimization problems (Q269131):
Displaying 15 items.
- Risk management and operations research: a review and introduction to the special volume (Q285984) (← 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)
- Polyhedral coherent risk measures in the case of imprecise scenario estimates (Q1795509) (← links)
- Applying the minimum risk criterion in stochastic recourse programs (Q1866133) (← links)
- Polyhedral coherent risk measures and robust optimization (Q2174056) (← links)
- Quadratic two-stage stochastic optimization with coherent measures of risk (Q2413101) (← links)
- A composite risk measure framework for decision making under uncertainty (Q2422609) (← links)
- Integer programming approaches in mean-risk models (Q2493230) (← links)
- Stochastic programming: potential hazards when random variables reflect market interaction (Q2507409) (← links)
- A Robust Optimization Perspective on Stochastic Programming (Q3392134) (← links)
- (Q3550819) (← links)
- (Q3724095) (← links)
- Biconvex Models and Algorithms for Risk Management Problems (Q4842694) (← links)
- Polyhedral coherent risk measure and distributionally robust portfolio optimization (Q6160556) (← links)