Pages that link to "Item:Q4641663"
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The following pages link to A Central Limit Theorem and Hypotheses Testing for Risk-averse Stochastic Programs (Q4641663):
Displaying 6 items.
- Multistep stochastic mirror descent for risk-averse convex stochastic programs based on extended polyhedral risk measures (Q526834) (← links)
- An online algorithm for the risk-aware restless bandit (Q2029383) (← links)
- On Monte-Carlo methods in convex stochastic optimization (Q2083277) (← links)
- Asymptotic behaviors of semidefinite programming with a covariance perturbation (Q2329680) (← links)
- A new coherent multivariate average-value-at-risk (Q5880387) (← links)
- First order asymptotics of the sample average approximation method to solve risk averse stochastic programs (Q6634525) (← links)