Pages that link to "Item:Q3524435"
From MaRDI portal
The following pages link to Robust stochastic programming with uncertain probabilities (Q3524435):
Displaying 22 items.
- Scenario approximation of robust and chance-constrained programs (Q368719) (← links)
- Wait-and-judge scenario optimization (Q681495) (← links)
- Resource allocation when planning for simultaneous disasters (Q1634307) (← links)
- Incorporating model uncertainty into optimal insurance contract design (Q1681190) (← links)
- Applying the minimax criterion in stochastic recourse programs (Q1771344) (← links)
- Decision-dependent probabilities in stochastic programs with recourse (Q1989722) (← links)
- Robust optimization for lot-sizing problems under yield uncertainty (Q2108119) (← links)
- Risk and complexity in scenario optimization (Q2118077) (← links)
- Minimizing buffered probability of exceedance by progressive hedging (Q2189449) (← links)
- On distributionally robust multiperiod stochastic optimization (Q2355207) (← links)
- Ambiguous chance constrained problems and robust optimization (Q2492682) (← links)
- Twenty years of linear programming based portfolio optimization (Q2514724) (← links)
- Optimal insurance under maxmin expected utility (Q2697500) (← links)
- Uncertainties in minimax stochastic programs (Q3111134) (← links)
- A Robust Optimization Perspective on Stochastic Programming (Q3392134) (← links)
- Scenario Min-Max Optimization and the Risk of Empirical Costs (Q3449574) (← links)
- Managing Underperformance Risk in Project Portfolio Selection (Q3450467) (← links)
- (Q3725875) (← links)
- Robust Solutions in Stochastic Linear Programming (Q3983498) (← links)
- Robust Decisions under Risk for Imprecise Probabilities (Q4558801) (← links)
- Robust Optimization with Continuous Decision-Dependent Uncertainty with applications to demand response management (Q6053589) (← links)
- Robust optimization with order statistic uncertainty set (Q6096627) (← links)
