Pages that link to "Item:Q4726044"

The following pages link to The minimax approach to stochastic programming and an illustrative application (Q4726044):

Displaying 50 items.

• Two-stage stochastic linear programs with incomplete information on uncertainty (Q297173) (← links)
• Models and algorithms for distributionally robust least squares problems (Q403637) (← links)
• Cost/risk balanced management of scarce resources using stochastic programming (Q421743) (← links)
• Distributionally robust multi-item newsvendor problems with multimodal demand distributions (Q494311) (← links)
• Stochastic modelling and optimization for environmental management (Q803022) (← links)
• Robust portfolio selection based on a multi-stage scenario tree (Q932207) (← links)
• Stochastic programming approach to optimization under uncertainty (Q995788) (← links)
• An upper bound for SLP using first and total second moments (Q1178443) (← links)
• A semi-infinite programming approach to two-stage stochastic linear programs with high-order moment constraints (Q1670530) (← links)
• On optimization of stochastic max-min-plus-scaling systems -- an approximation approach (Q1679068) (← links)
• Incorporating model uncertainty into optimal insurance contract design (Q1681190) (← links)
• Robust decision making using a general utility set (Q1750483) (← links)
• Robust two-stage stochastic linear optimization with risk aversion (Q1752187) (← links)
• Distributionally robust single machine scheduling with risk aversion (Q1752194) (← links)
• Applying the minimax criterion in stochastic recourse programs (Q1771344) (← links)
• Robust sample average approximation (Q1785199) (← links)
• Likelihood robust optimization for data-driven problems (Q1789597) (← links)
• A data-driven distributionally robust bound on the expected optimal value of uncertain mixed 0-1 linear programming (Q1789641) (← links)
• Applying the minimum risk criterion in stochastic recourse programs (Q1866133) (← links)
• Applications of stochastic programming under incomplete information (Q1893965) (← links)
• On safe tractable approximations of chance constraints (Q1926690) (← links)
• A framework for optimization under ambiguity (Q1931627) (← links)
• Distributionally robust optimization. A review on theory and applications (Q2074636) (← links)
• Frameworks and results in distributionally robust optimization (Q2165596) (← links)
• Scenario-based cuts for structured two-stage stochastic and distributionally robust \(p\)-order conic mixed integer programs (Q2231326) (← links)
• Polyhedral coherent risk measures and optimal portfolios on the reward-risk ratio (Q2263343) (← links)
• A model of distributionally robust two-stage stochastic convex programming with linear recourse (Q2295314) (← links)
• On solving two-stage distributionally robust disjunctive programs with a general ambiguity set (Q2312325) (← links)
• On distributionally robust multiperiod stochastic optimization (Q2355207) (← links)
• A composite risk measure framework for decision making under uncertainty (Q2422609) (← links)
• A class of two-stage distributionally robust games (Q2423291) (← links)
• Decomposition algorithm for distributionally robust optimization using Wasserstein metric with an application to a class of regression models (Q2424760) (← links)
• Asymptotics of minimax stochastic programs (Q2476823) (← links)
• Ambiguous chance constrained problems and robust optimization (Q2492682) (← links)
• Worst-case distribution analysis of stochastic programs (Q2492684) (← links)
• A stochastic improvement method for stochastic programming (Q2563621) (← links)
• Convergence analysis for distributionally robust optimization and equilibrium problems (Q2806810) (← links)
• Stability in stochastic programming with recourse-estimated parameters (Q3040930) (← links)
• Uncertainties in minimax stochastic programs (Q3111134) (← links)
• (Q3318584) (← links)
• Stochastic methods for solving minimax problems (Q3320142) (← links)
• Stochastic programming with incomplete information:a surrey of results on postoptimization and sensitivity analysis (Q3778547) (← links)
• Deterministic approximations of probability inequalities (Q3825842) (← links)
• Decomposition Algorithms for Two-Stage Distributionally Robust Mixed Binary Programs (Q4586174) (← links)
• Game Theoretical Approach for Reliable Enhanced Indexation (Q4691960) (← links)
• Envelope Theorems for Multistage Linear Stochastic Optimization (Q5031649) (← links)
• Data-driven distributionally robust risk parity portfolio optimization (Q5058398) (← links)
• Stochastic Decomposition Method for Two-Stage Distributionally Robust Linear Optimization (Q5097017) (← links)
• Distributionally Robust Optimization with Infinitely Constrained Ambiguity Sets (Q5129197) (← links)
• An Interior-Point Approach for Solving Risk-Averse PDE-Constrained Optimization Problems with Coherent Risk Measures (Q5148402) (← links)