Pages that link to "Item:Q604268"

The following pages link to Stochastic optimization problems with CVaR risk measure and their sample average approximation (Q604268):

Displaying 18 items.

• CVaR minimization by the SRA algorithm (Q300852) (← links)
• A new algorithm for linearly constrained c-convex vector optimization with a supply chain network risk application (Q319989) (← links)
• Monte Carlo methods for mean-risk optimization and portfolio selection (Q373169) (← links)
• A smoothing sample average approximation method for stochastic optimization problems with CVaR risk measure (Q763404) (← links)
• Gradient and Hessian of joint probability function with applications on chance-constrained programs (Q1689060) (← links)
• Simulation methods for robust risk assessment and the distorted mix approach (Q2076947) (← links)
• Two-stage mean-risk stochastic optimization model for port cold storage capacity under pelagic fishery yield uncertainty (Q2137605) (← links)
• Optimal insurance contract specification in the upstream sector of the oil and gas industry (Q2239920) (← links)
• Calculating CVaR and bPOE for common probability distributions with application to portfolio optimization and density estimation (Q2241122) (← links)
• Asymptotic analysis of sample average approximation for stochastic optimization problems with joint chance constraints via conditional value at risk and difference of convex functions (Q2247927) (← links)
• On variance reduction of mean-CVaR Monte Carlo estimators (Q2355198) (← links)
• Neural network smoothing approximation method for stochastic variational inequality problems (Q2514678) (← links)
• (Q3385928) (← links)
• Quantitative Stability and Empirical Approximation of Risk-Averse Models Induced by Two-Stage Stochastic Programs with Full Random Recourse (Q5013389) (← links)
• (Q5127784) (← links)
• Sample average approximation with heavier tails II: localization in stochastic convex optimization and persistence results for the Lasso (Q6038638) (← links)
• CVaR-based optimization of environmental flow via the Markov lift of a mixed moving average process (Q6088563) (← links)
• Sample average approximation of conditional value-at-risk based variational inequalities (Q6191978) (← links)