The following pages link to (Q3632460):
Displaying 30 items.
- Cut generation for optimization problems with multivariate risk constraints (Q312669) (← links)
- Optimization with a class of multivariate integral stochastic order constraints (Q363558) (← links)
- A lower bound for optimal risk in dual control problems (Q372265) (← links)
- Robust stochastic dominance and its application to risk-averse optimization (Q849327) (← links)
- Optimizing over coherent risk measures and non-convexities: a robust mixed integer optimization approach (Q902084) (← links)
- Modeling stochastic dominance as infinite-dimensional constraint systems via the Strassen theorem (Q1730821) (← links)
- Stochastic dominance efficiency analysis of diversified portfolios: classification, comparison and refinements (Q1761828) (← links)
- Gray wolf optimization algorithm for multi-constraints second-order stochastic dominance portfolio optimization (Q2283864) (← links)
- Partial sample average approximation method for chance constrained problems (Q2311101) (← links)
- Enhanced indexing for risk averse investors using relaxed second order stochastic dominance (Q2402580) (← links)
- Mean-variance optimal trading problem subject to stochastic dominance constraints with second order autoregressive price dynamics (Q2408894) (← links)
- Inverse stochastic dominance constraints and rank dependent expected utility theory (Q2502203) (← links)
- Two-stage optimization problems with multivariate stochastic order constraints (Q2800361) (← links)
- Time-consistent decisions and temporal decomposition of coherent risk functionals (Q2806826) (← links)
- Augmented Lagrangian Methods for Solving Optimization Problems with Stochastic-Order Constraints (Q2957468) (← links)
- Stochastic Optimization of Electricity Portfolios: Scenario Tree Modeling and Risk Management (Q2974430) (← links)
- Taking Risk into Account in Electricity Portfolio Management (Q2974431) (← links)
- Portfolio Optimization with Risk Control by Stochastic Dominance Constraints (Q3001275) (← links)
- Risk and Utility in the Duality Framework of Convex Analysis (Q3298014) (← links)
- (Q3585648) (← links)
- Optimization with Reference-Based Robust Preference Constraints (Q4588856) (← links)
- Portfolio Choice Models Based on Second-Order Stochastic Dominance Measures: An Overview and a Computational Study (Q4613834) (← 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)
- Dual Stochastic Dominance and Related Mean-Risk Models (Q4785869) (← links)
- Distributionally Robust Second-Order Stochastic Dominance Constrained Optimization with Wasserstein Ball (Q5080499) (← links)
- An Interior-Point Approach for Solving Risk-Averse PDE-Constrained Optimization Problems with Coherent Risk Measures (Q5148402) (← links)
- Expected Utility Maximization with Stochastic Dominance Constraints in Complete Markets (Q5162844) (← 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)
