Pages that link to "Item:Q1434077"

The following pages link to Optimality and duality theory for stochastic optimization problems with nonlinear dominance constraints (Q1434077):

Displaying 50 items.

• Optimal path problems with second-order stochastic dominance constraints (Q264233) (← links)
• Ambiguity in risk preferences in robust stochastic optimization (Q323319) (← links)
• Optimization with a class of multivariate integral stochastic order constraints (Q363558) (← links)
• Sample average approximation of stochastic dominance constrained programs (Q431031) (← links)
• Tractable almost stochastic dominance (Q439526) (← links)
• Two-stage stochastic optimization problems with stochastic ordering constraints on the recourse (Q439600) (← links)
• An approximation scheme for stochastic programs with second order dominance constraints (Q501509) (← links)
• Nonanticipative duality, relaxations, and formulations for chance-constrained stochastic programs (Q517291) (← links)
• A note on second-order stochastic dominance constraints induced by mixed-integer linear recourse (Q623459) (← links)
• A note on uniform exponential convergence of sample average approximation of random functions (Q641631) (← links)
• Stochastic programming with multivariate second order stochastic dominance constraints with applications in portfolio optimization (Q741144) (← links)
• The CoMirror algorithm with random constraint sampling for convex semi-infinite programming (Q828836) (← links)
• Robust stochastic dominance and its application to risk-averse optimization (Q849327) (← links)
• Max-min distance nonnegative matrix factorization (Q889348) (← links)
• Optimization with multivariate stochastic dominance constraints (Q959965) (← links)
• An algorithm for stochastic programs with first-order dominance constraints induced by linear recourse (Q968143) (← links)
• Risk tomography (Q1681334) (← links)
• Stochastic separated continuous conic programming: strong duality and a solution method (Q1719330) (← links)
• Modeling stochastic dominance as infinite-dimensional constraint systems via the Strassen theorem (Q1730821) (← links)
• Robust decision making using a general utility set (Q1750483) (← links)
• A smoothing algorithm for a new two-stage stochastic model of supply chain based on sample average approximation (Q1992874) (← links)
• Frameworks and results in distributionally robust optimization (Q2165596) (← links)
• A smoothing SAA algorithm for a portfolio choice model based on second-order stochastic dominance measures (Q2190257) (← links)
• An incremental bundle method for portfolio selection problem under second-order stochastic dominance (Q2200800) (← links)
• An almost robust model for minimizing disruption exposures in supply systems (Q2239898) (← links)
• Portfolio optimization with relaxation of stochastic second order dominance constraints via conditional value at risk (Q2244232) (← links)
• Risk aversion for an electricity retailer with second-order stochastic dominance constraints (Q2271803) (← links)
• Aspects of optimization with stochastic dominance (Q2399318) (← links)
• Deterministic bicriteria model for stochastic variational inequalities (Q2422130) (← links)
• Stability analysis of stochastic programs with second order dominance constraints (Q2434984) (← links)
• Convergence analysis of stationary points in sample average approximation of stochastic programs with second order stochastic dominance constraints (Q2436650) (← links)
• Inverse stochastic dominance constraints and rank dependent expected utility theory (Q2502203) (← links)
• Two-stage optimization problems with multivariate stochastic order constraints (Q2800361) (← links)
• Multivariate stochastic dominance for risk averters and risk seekers (Q2826666) (← links)
• A smoothing penalized sample average approximation method for stochastic programs with second-order stochastic dominance constraints (Q2846481) (← links)
• Stability and sensitivity of stochastic dominance constrained optimization models (Q2866202) (← links)
• Primal-Dual Algorithms for Optimization with Stochastic Dominance (Q2954172) (← links)
• Optimization with Multivariate Stochastic Dominance Constraints (Q2954390) (← links)
• Augmented Lagrangian Methods for Solving Optimization Problems with Stochastic-Order Constraints (Q2957468) (← links)
• Risk Aversion in Two-Stage Stochastic Integer Programming (Q3001274) (← links)
• Portfolio Optimization with Risk Control by Stochastic Dominance Constraints (Q3001275) (← links)
• Expected Utility, Penalty Functions, and Duality in Stochastic Nonlinear Programming (Q3028727) (← links)
• New Formulations for Optimization under Stochastic Dominance Constraints (Q3395025) (← links)
• Inverse cutting plane methods for optimization problems with second-order stochastic dominance constraints (Q3577834) (← links)
• (Q3585648) (← links)
• Stochastic Dominance Constraints in Elastic Shape Optimization (Q4582829) (← links)
• Optimization with Reference-Based Robust Preference Constraints (Q4588856) (← links)
• Risk Management with Stochastic Dominance Models in Energy Systems with Dispersed Generation (Q4613825) (← links)
• Semi-infinite probabilistic optimization: first-order stochastic dominance constrain (Q4669791) (← links)
• Preference Robust Optimization for Choice Functions on the Space of CDFs (Q5087108) (← links)