Pages that link to "Item:Q2846481"

The following pages link to A smoothing penalized sample average approximation method for stochastic programs with second-order stochastic dominance constraints (Q2846481):

Displaying 7 items.

• Sample average approximation of stochastic dominance constrained programs (Q431031) (← links)
• An approximation scheme for stochastic programs with second order dominance constraints (Q501509) (← links)
• A smoothing algorithm for a new two-stage stochastic model of supply chain based on sample average approximation (Q1992874) (← links)
• Data-driven stochastic programming with distributionally robust constraints under Wasserstein distance: asymptotic properties (Q2059163) (← links)
• A smoothing SAA algorithm for a portfolio choice model based on second-order stochastic dominance measures (Q2190257) (← links)
• An incremental bundle method for portfolio selection problem under second-order stochastic dominance (Q2200800) (← links)
• Portfolio optimization with relaxation of stochastic second order dominance constraints via conditional value at risk (Q2244232) (← links)