Pages that link to "Item:Q2118071"
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The following pages link to Quantitative stability analysis for minimax distributionally robust risk optimization (Q2118071):
Displaying 21 items.
- Data-driven stochastic programming with distributionally robust constraints under Wasserstein distance: asymptotic properties (Q2059163) (← links)
- On linear optimization over Wasserstein balls (Q2089797) (← links)
- Special issue: topics in stochastic programming (Q2118069) (← links)
- Frameworks and results in distributionally robust optimization (Q2165596) (← links)
- Quantitative stability of two-stage distributionally robust risk optimization problem with full random linear semi-definite recourse (Q2304274) (← links)
- Stability of a class of risk-averse multistage stochastic programs and their distributionally robust counterparts (Q2666663) (← links)
- Convergence analysis for distributionally robust optimization and equilibrium problems (Q2806810) (← links)
- An equivalent form of minimax distributionally robust optimization problem based on Hellinger-distance divergence function (Q2823993) (← links)
- Computationally tractable counterparts of distributionally robust constraints on risk measures (Q2832107) (← links)
- Stability Analysis of Optimization Problems with $k$th order stochastic and distributionally robust dominance constraints induced by full random recourse (Q4641665) (← links)
- Efficient Algorithms for Distributionally Robust Stochastic Optimization with Discrete Scenario Support (Q5003210) (← links)
- Discrete Approximation and Quantification in Distributionally Robust Optimization (Q5219706) (← links)
- Quantifying Distributional Model Risk via Optimal Transport (Q5219730) (← links)
- Multivariate robust second-order stochastic dominance and resulting risk-averse optimization (Q5239081) (← links)
- Variational Theory for Optimization under Stochastic Ambiguity (Q5266537) (← links)
- Distortion risk measure under parametric ambiguity (Q6096640) (← links)
- Data-driven distributionally robust risk-averse two-stage stochastic linear programming over Wasserstein ball (Q6142068) (← links)
- Risk measures under model uncertainty: a Bayesian viewpoint (Q6147108) (← links)
- Distributionally robust joint chance-constrained programming with Wasserstein metric (Q6585823) (← links)
- Multi-stage distributionally robust convex stochastic optimization with Bayesian-type ambiguity sets (Q6629536) (← links)
- Stackelberg risk preference design (Q6665396) (← links)
