Pages that link to "Item:Q5166262"
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The following pages link to Optimization with Multivariate Conditional Value-at-Risk Constraints (Q5166262):
Displaying 39 items.
- Cut generation for optimization problems with multivariate risk constraints (Q312669) (← links)
- Kusuoka representations of coherent risk measures in general probability spaces (Q492837) (← links)
- An inexact primal-dual algorithm for semi-infinite programming (Q784788) (← links)
- The CoMirror algorithm with random constraint sampling for convex semi-infinite programming (Q828836) (← links)
- On preparedness resource allocation planning for natural disaster relief under endogenous uncertainty with time-consistent risk-averse management (Q1651646) (← links)
- Risk tomography (Q1681334) (← links)
- Risk analysis and decision theory: a bridge (Q1694348) (← links)
- A survey on risk-averse and robust revenue management (Q1694904) (← links)
- Robust multicriteria risk-averse stochastic programming models (Q1698287) (← links)
- Two-stage stochastic programming under multivariate risk constraints with an application to humanitarian relief network design (Q2118070) (← links)
- Two-stage mean-risk stochastic optimization model for port cold storage capacity under pelagic fishery yield uncertainty (Q2137605) (← links)
- Multi-stage portfolio selection problem with dynamic stochastic dominance constraints (Q2149614) (← links)
- Gray wolf optimization algorithm for multi-constraints second-order stochastic dominance portfolio optimization (Q2283864) (← links)
- Minimal representation of insurance prices (Q2347070) (← links)
- Decision-making from a risk assessment perspective for corporate mergers and acquisitions (Q2355199) (← links)
- Vector-valued multivariate conditional value-at-risk (Q2417154) (← links)
- Properties and calculation of multivariate risk measures: MVaR and MCVaR (Q2449353) (← links)
- Optimal strategies in linear multisector models: Value function and optimality conditions (Q2468508) (← links)
- Two-stage mean-risk stochastic mixed integer optimization model for location-allocation problems under uncertain environment (Q2666690) (← links)
- Optimization with Multivariate Stochastic Dominance Constraints (Q2954390) (← links)
- Augmented Lagrangian Methods for Solving Optimization Problems with Stochastic-Order Constraints (Q2957468) (← links)
- (Q3054455) (← links)
- Optimization with Reference-Based Robust Preference Constraints (Q4588856) (← links)
- Optimization with Stochastic Preferences Based on a General Class of Scalarization Functions (Q4969337) (← links)
- A multivariate CVaR risk measure from the perspective of portfolio risk management (Q5073012) (← links)
- Distributionally Robust Optimization Under a Decision-Dependent Ambiguity Set with Applications to Machine Scheduling and Humanitarian Logistics (Q5085987) (← links)
- Preference Robust Optimization for Choice Functions on the Space of CDFs (Q5087108) (← links)
- Multivariate robust second-order stochastic dominance and resulting risk-averse optimization (Q5239081) (← links)
- Computational Science - ICCS 2004 (Q5712735) (← links)
- A new coherent multivariate average-value-at-risk (Q5880387) (← links)
- Stochastic multi-objective optimization: a survey on non-scalarizing methods (Q5963107) (← links)
- Model and efficient algorithm for the portfolio selection problem with real‐world constraints under value‐at‐risk measure (Q6056329) (← links)
- On Optimizing the Conditional Value-at-Risk of a Maximum Cost for Risk-Averse Safety Analysis (Q6056429) (← links)
- A simulation-based method for estimating systemic risk measures (Q6087550) (← links)
- Conditional value‐at‐risk beyond finance: a survey (Q6090467) (← links)
- Chance-constrained optimization under limited distributional information: a review of reformulations based on sampling and distributional robustness (Q6114933) (← links)
- (Q6141218) (← links)
- Bivariate distribution regression with application to insurance data (Q6152694) (← links)
- On risk evaluation and control of distributed multi-agent systems (Q6644269) (← links)
