Pages that link to "Item:Q902084"
From MaRDI portal
The following pages link to Optimizing over coherent risk measures and non-convexities: a robust mixed integer optimization approach (Q902084):
Displaying 3 items.
- Convergence of a Scholtes-type regularization method for cardinality-constrained optimization problems with an application in sparse robust portfolio optimization (Q1639718) (← links)
- Integer programming approaches in mean-risk models (Q2493230) (← links)
- An Interior-Point Approach for Solving Risk-Averse PDE-Constrained Optimization Problems with Coherent Risk Measures (Q5148402) (← links)