The following pages link to (Q3528030):
Displaying 50 items.
- Tree approximation for discrete time stochastic processes: a process distance approach (Q256651) (← links)
- Smoothing and parametric rules for stochastic mean-CVaR optimal execution strategy (Q285995) (← links)
- Medium range optimization of copper extraction planning under uncertainty in future copper prices (Q297027) (← links)
- Time-inconsistent multistage stochastic programs: martingale bounds (Q320891) (← links)
- On time stochastic dominance induced by mixed integer-linear recourse in multistage stochastic programs (Q320895) (← links)
- Risk aversion in multistage stochastic programming: a modeling and algorithmic perspective (Q320900) (← links)
- Nonlinear stochastic programming-with a case study in continuous switching (Q322923) (← links)
- An SDP approach for multiperiod mixed 0-1 linear programming models with stochastic dominance constraints for risk management (Q337504) (← links)
- Risk averse elastic shape optimization with parametrized fine scale geometry (Q378125) (← links)
- Medium-term planning for thermal electricity production (Q480763) (← links)
- Risk preferences on the space of quantile functions (Q484133) (← links)
- Two-stage portfolio optimization with higher-order conditional measures of risk (Q492815) (← links)
- Kusuoka representations of coherent risk measures in general probability spaces (Q492837) (← links)
- Evaluating policies in risk-averse multi-stage stochastic programming (Q494328) (← links)
- Minimizing value-at-risk in single-machine scheduling (Q513548) (← links)
- Composite time-consistent multi-period risk measure and its application in optimal portfolio selection (Q518437) (← links)
- Risk aversion for nonsmooth utility functions (Q553517) (← links)
- Risk-averse dynamic programming for Markov decision processes (Q607497) (← links)
- On a characterization of variance and covariance (Q613154) (← links)
- Sensitivity of risk measures with respect to the normal approximation of total claim distributions (Q654808) (← links)
- Bias correction for estimated distortion risk measure using the bootstrap (Q661237) (← links)
- Introduction to convex optimization in financial markets (Q715237) (← links)
- On strategic multistage operational two-stage stochastic 0--1 optimization for the rapid transit network design problem (Q724143) (← links)
- Robust optimal control using conditional risk mappings in infinite horizon (Q724507) (← links)
- Time-consistent approximations of risk-averse multistage stochastic optimization problems (Q747773) (← links)
- The standard formula of Solvency II: a critical discussion (Q825282) (← links)
- The distortion principle for insurance pricing: properties, identification and robustness (Q827147) (← links)
- On a time consistency concept in risk averse multistage stochastic programming (Q833557) (← links)
- Insurance pricing under ambiguity (Q906580) (← links)
- Weighted risk capital allocations (Q974815) (← links)
- Uniform limit theorems for functions of order statistics (Q1030160) (← links)
- Model tracking for risk problems (Q1607879) (← links)
- Risk measurement and risk-averse control of partially observable discrete-time Markov systems (Q1616832) (← links)
- On robust portfolio and naïve diversification: mixing ambiguous and unambiguous assets (Q1621908) (← links)
- Superquantile/CVaR risk measures: second-order theory (Q1640039) (← links)
- When is tail mean estimation more efficient than tail median? Answers and implications for quantitative risk management (Q1640042) (← links)
- On preparedness resource allocation planning for natural disaster relief under endogenous uncertainty with time-consistent risk-averse management (Q1651646) (← links)
- Time consistent multi-period worst-case risk measure in robust portfolio selection (Q1655925) (← links)
- Risk tomography (Q1681334) (← links)
- An analytical study of norms and Banach spaces induced by the entropic value-at-risk (Q1687378) (← links)
- Robust multicriteria risk-averse stochastic programming models (Q1698287) (← links)
- Two-stage stochastic, large-scale optimization of a decentralized energy system: a case study focusing on solar PV, heat pumps and storage in a residential quarter (Q1703468) (← links)
- A review on ambiguity in stochastic portfolio optimization (Q1711083) (← links)
- Incorporating statistical model error into the calculation of acceptability prices of contingent claims (Q1739048) (← links)
- Risk aversion in imperfect natural gas markets (Q1751818) (← links)
- Bounds on risk-averse mixed-integer multi-stage stochastic programming problems with mean-CVaR (Q1754123) (← links)
- Time consistent multi-period robust risk measures and portfolio selection models with regime-switching (Q1754334) (← links)
- SDDP for multistage stochastic linear programs based on spectral risk measures (Q1758267) (← links)
- On Banach spaces of vector-valued random variables and their duals motivated by risk measures (Q1790410) (← links)
- Conditional expectiles, time consistency and mixture convexity properties (Q1799643) (← links)
