Pages that link to "Item:Q5300540"
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The following pages link to Exact Penalization, Level Function Method, and Modified Cutting-Plane Method for Stochastic Programs with Second Order Stochastic Dominance Constraints (Q5300540):
Displaying 15 items.
- A regularized simplex method (Q302140) (← links)
- An approximation scheme for stochastic programs with second order dominance constraints (Q501509) (← links)
- A sparse enhanced indexation model with chance and cardinality constraints (Q683716) (← links)
- Stochastic programming with multivariate second order stochastic dominance constraints with applications in portfolio optimization (Q741144) (← links)
- Interval-based stochastic dominance: theoretical framework and application to portfolio choices (Q2070730) (← links)
- Multi-stage portfolio selection problem with dynamic stochastic dominance constraints (Q2149614) (← links)
- An incremental bundle method for portfolio selection problem under second-order stochastic dominance (Q2200800) (← links)
- Portfolio optimization with relaxation of stochastic second order dominance constraints via conditional value at risk (Q2244232) (← links)
- Exact penalization in stochastic programming -- calmness and constraint qualification (Q2260525) (← links)
- Stability Analysis of Optimization Problems with $k$th order stochastic and distributionally robust dominance constraints induced by full random recourse (Q4641665) (← 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 optimization with multivariate second-order stochastic dominance constraints with applications in portfolio optimization (Q6132757) (← links)
- The deepest event cuts in risk-averse optimization with application to radiation therapy design (Q6188060) (← links)
- Stochastic optimization problems with nonlinear dependence on a probability measure via the Wasserstein metric (Q6631564) (← links)
