Pages that link to "Item:Q5299576"
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The following pages link to Consistency of Sample Estimates of Risk Averse Stochastic Programs (Q5299576):
Displaying 12 items.
- Convergence analysis for distributionally robust optimization and equilibrium problems (Q2806810) (← links)
- Distributionally Robust Stochastic Programming (Q4588857) (← links)
- A Central Limit Theorem and Hypotheses Testing for Risk-averse Stochastic Programs (Q4641663) (← links)
- Periodical Multistage Stochastic Programs (Q5116550) (← links)
- Sampling Distribution of the Relative Risk Aversion Estimator: Theory and Applications (Q5139490) (← links)
- Measures of Residual Risk with Connections to Regression, Risk Tracking, Surrogate Models, and Ambiguity (Q5258948) (← links)
- A new coherent multivariate average-value-at-risk (Q5880387) (← links)
- Consistency of Monte Carlo estimators for risk-neutral PDE-constrained optimization (Q6043153) (← links)
- Distributionally robust stochastic variational inequalities (Q6044981) (← links)
- Short Communication: Are Shortfall Systemic Risk Measures One Dimensional? (Q6184830) (← links)
- Convex approximations of two-stage risk-averse mixed-integer recourse models (Q6498415) (← links)
- First order asymptotics of the sample average approximation method to solve risk averse stochastic programs (Q6634525) (← links)