Pages that link to "Item:Q5317550"
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The following pages link to Polyhedral Risk Measures in Stochastic Programming (Q5317550):
Displaying 43 items.
- Risk aversion in multistage stochastic programming: a modeling and algorithmic perspective (Q320900) (← links)
- Medium-term planning for thermal electricity production (Q480763) (← links)
- Multistep stochastic mirror descent for risk-averse convex stochastic programs based on extended polyhedral risk measures (Q526834) (← links)
- Risk-averse dynamic programming for Markov decision processes (Q607497) (← links)
- Efficient optimization of the reward-risk ratio with polyhedral risk measures (Q684143) (← links)
- On a time consistency concept in risk averse multistage stochastic programming (Q833557) (← links)
- A multiobjective metaheuristic for a mean-risk static stochastic knapsack problem (Q989843) (← links)
- Stochastic programming approach to optimization under uncertainty (Q995788) (← links)
- On coherent risk measures induced by convex risk measures (Q1657812) (← links)
- Robust two-stage stochastic linear optimization with risk aversion (Q1752187) (← links)
- Bounds on risk-averse mixed-integer multi-stage stochastic programming problems with mean-CVaR (Q1754123) (← links)
- SDDP for multistage stochastic linear programs based on spectral risk measures (Q1758267) (← links)
- Entropic value-at-risk: a new coherent risk measure (Q1935272) (← links)
- Stage-\(t\) scenario dominance for risk-averse multi-stage stochastic mixed-integer programs (Q2069234) (← links)
- A primal-dual algorithm for risk minimization (Q2133418) (← links)
- On conditional cuts for stochastic dual dynamic programming (Q2195564) (← links)
- Polyhedral coherent risk measures and optimal portfolios on the reward-risk ratio (Q2263343) (← links)
- A multiobjective metaheuristic for a mean-risk multistage capacity investment problem (Q2267821) (← links)
- Scenario tree reduction for multistage stochastic programs (Q2271796) (← links)
- Testing the structure of multistage stochastic programs (Q2271798) (← links)
- Quantitative stability of multistage stochastic programs via calm modifications (Q2294232) (← links)
- Integer programming approaches in mean-risk models (Q2493230) (← links)
- Structure of risk-averse multistage stochastic programs (Q2516634) (← links)
- Stability of a class of risk-averse multistage stochastic programs and their distributionally robust counterparts (Q2666663) (← links)
- Decomposition algorithms for risk-averse multistage stochastic programs with application to water allocation under uncertainty (Q2830943) (← links)
- Convergence analysis of sampling-based decomposition methods for risk-averse multistage stochastic convex programs (Q2834560) (← links)
- Mean-risk optimization of electricity portfolios (Q2954558) (← links)
- Polyhedral risk measures in electricity portfolio optimization (Q2954559) (← links)
- Recent Progress in Two-stage Mixed-integer Stochastic Programming with Applications to Power Production Planning (Q2974324) (← links)
- Stochastic Optimization of Electricity Portfolios: Scenario Tree Modeling and Risk Management (Q2974430) (← links)
- Risk Aversion in Two-Stage Stochastic Integer Programming (Q3001274) (← links)
- Conditional risk and acceptability mappings as Banach-lattice valued mappings (Q3224134) (← links)
- Risk Measures and Robust Optimization Problems (Q3424149) (← links)
- A branch-and-bound method for multistage stochastic integer programs with risk objectives (Q3498593) (← links)
- Stability of multistage stochastic programs incorporating polyhedral risk measures (Q3498594) (← links)
- (Q3604336) (← links)
- Time-Coherent Risk Measures for Continuous-Time Markov Chains (Q4579838) (← links)
- A Central Limit Theorem and Hypotheses Testing for Risk-averse Stochastic Programs (Q4641663) (← links)
- Biconvex Models and Algorithms for Risk Management Problems (Q4842694) (← links)
- Performance ratio-based coherent risk measure and its application (Q5001164) (← links)
- Time Consistency of the Mean-Risk Problem (Q5031608) (← links)
- Gain-loss pricing under ambiguity of measure (Q5189212) (← links)
- Distorted probability operator for dynamic portfolio optimization in times of socio-economic crisis (Q6090368) (← links)
