Pages that link to "Item:Q763404"
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The following pages link to A smoothing sample average approximation method for stochastic optimization problems with CVaR risk measure (Q763404):
Displaying 11 items.
- An approximation scheme for a class of risk-averse stochastic equilibrium problems (Q301663) (← links)
- Stochastic optimization problems with CVaR risk measure and their sample average approximation (Q604268) (← links)
- A smoothing method for solving portfolio optimization with CVaR and applications in allocation of generation asset (Q979251) (← links)
- Smooth sample average approximation of stationary points in nonsmooth stochastic optimization and applications (Q1013981) (← links)
- Two-stage non-cooperative games with risk-averse players (Q1680967) (← links)
- Penalized sample average approximation methods for stochastic programs in economic and secure dispatch of a power system (Q1789576) (← links)
- A smoothing algorithm for a new two-stage stochastic model of supply chain based on sample average approximation (Q1992874) (← 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)
- Addressing supply-side risk in uncertain power markets: stochastic Nash models, scalable algorithms and error analysis (Q2867427) (← links)
- Fuzzy Chance-Constrained Project Portfolio Selection Model Based on Credibility Theory (Q2963717) (← links)
- Quantitative Stability and Empirical Approximation of Risk-Averse Models Induced by Two-Stage Stochastic Programs with Full Random Recourse (Q5013389) (← links)
