Pages that link to "Item:Q4594832"

The following pages link to Probability approximation schemes for stochastic programs with distributionally robust second-order dominance constraints (Q4594832):

Displaying 11 items.

• An approximation scheme for stochastic programs with second order dominance constraints (Q501509) (← links)
• Distributionally robust joint chance constraints with second-order moment information (Q1942277) (← links)
• Data-driven stochastic programming with distributionally robust constraints under Wasserstein distance: asymptotic properties (Q2059163) (← links)
• Distributionally robust optimization. A review on theory and applications (Q2074636) (← links)
• On distributionally robust optimization problems with \(k\)-th order stochastic dominance constraints induced by full random quadratic recourse (Q2208959) (← links)
• Stability analysis of stochastic programs with second order dominance constraints (Q2434984) (← links)
• Distributionally Robust Second-Order Stochastic Dominance Constrained Optimization with Wasserstein Ball (Q5080499) (← links)
• Multivariate robust second-order stochastic dominance and resulting risk-averse optimization (Q5239081) (← links)
• Distributionally robust portfolio optimization with second-order stochastic dominance based on Wasserstein metric (Q6125219) (← links)
• Distributionally robust optimization with multivariate second-order stochastic dominance constraints with applications in portfolio optimization (Q6132757) (← links)
• Portfolio selection based on extended Gini shortfall risk measures (Q6139263) (← links)