Pages that link to "Item:Q3577834"
From MaRDI portal
The following pages link to Inverse cutting plane methods for optimization problems with second-order stochastic dominance constraints (Q3577834):
Displaying 17 items.
- Cut generation for optimization problems with multivariate risk constraints (Q312669) (← links)
- Tractable almost stochastic dominance (Q439526) (← links)
- Two-stage stochastic optimization problems with stochastic ordering constraints on the recourse (Q439600) (← links)
- Analytic center cutting plane methods for variational inequalities over convex bodies (Q824529) (← links)
- Biogeography-based optimization of the portfolio optimization problem with second order stochastic dominance constraints (Q1657073) (← links)
- Novel approaches for portfolio construction using second order stochastic dominance (Q1789608) (← links)
- Interval-based stochastic dominance: theoretical framework and application to portfolio choices (Q2070730) (← links)
- Portfolio optimization with relaxation of stochastic second order dominance constraints via conditional value at risk (Q2244232) (← links)
- Enhanced indexing for risk averse investors using relaxed second order stochastic dominance (Q2402580) (← links)
- A general test for SSD portfolio efficiency (Q2516639) (← links)
- Optimization with Multivariate Stochastic Dominance Constraints (Q2954390) (← links)
- Augmented Lagrangian Methods for Solving Optimization Problems with Stochastic-Order Constraints (Q2957468) (← links)
- Portfolio Optimization with Risk Control by Stochastic Dominance Constraints (Q3001275) (← links)
- Stochastic Dominance Constraints in Elastic Shape Optimization (Q4582829) (← links)
- (Q4624530) (← links)
- Lipschitzian Properties and Stability of a Class of First-Order Stochastic Dominance Constraints (Q5252600) (← links)
- The deepest event cuts in risk-averse optimization with application to radiation therapy design (Q6188060) (← links)