Pages that link to "Item:Q2957468"
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The following pages link to Augmented Lagrangian Methods for Solving Optimization Problems with Stochastic-Order Constraints (Q2957468):
Displaying 11 items.
- On augmented Lagrangian decomposition methods for multistage stochastic programs (Q1918433) (← links)
- An augmented Lagrangian method exploiting an active-set strategy and second-order information (Q2139257) (← links)
- On the price of risk in a mean-risk optimization model (Q4619512) (← links)
- Stability Analysis of Optimization Problems with $k$th order stochastic and distributionally robust dominance constraints induced by full random recourse (Q4641665) (← links)
- (Q4917841) (← links)
- Solving Stochastic Optimization with Expectation Constraints Efficiently by a Stochastic Augmented Lagrangian-Type Algorithm (Q5060780) (← links)
- Expected Utility Maximization with Stochastic Dominance Constraints in Complete Markets (Q5162844) (← links)
- Distributionally robust optimization with multivariate second-order stochastic dominance constraints with applications in portfolio optimization (Q6132757) (← links)
- The deepest event cuts in risk-averse optimization with application to radiation therapy design (Q6188060) (← links)
- Using a Duffing control approach to control the single risk factor in complex social-technical systems (Q6199742) (← links)
- Short communication: mean-stochastic-dominance portfolio selection in continuous time (Q6648325) (← links)
