Pages that link to "Item:Q4441972"

The following pages link to Optimization with Stochastic Dominance Constraints (Q4441972):

Displaying 50 items.

• Enhanced indexation based on second-order stochastic dominance (Q257272) (← links)
• Optimal path problems with second-order stochastic dominance constraints (Q264233) (← links)
• A new rank dependent utility approach to model risk averse preferences in portfolio optimization (Q286005) (← links)
• Medium range optimization of copper extraction planning under uncertainty in future copper prices (Q297027) (← links)
• Cut generation for optimization problems with multivariate risk constraints (Q312669) (← links)
• On time stochastic dominance induced by mixed integer-linear recourse in multistage stochastic programs (Q320895) (← links)
• CVaR (superquantile) norm: stochastic case (Q320902) (← links)
• Ambiguity in risk preferences in robust stochastic optimization (Q323319) (← links)
• An SDP approach for multiperiod mixed 0-1 linear programming models with stochastic dominance constraints for risk management (Q337504) (← links)
• On stochastic variational inequalities with mean value constraints (Q346830) (← links)
• Optimization with a class of multivariate integral stochastic order constraints (Q363558) (← links)
• A variational inequality model of the spatial price network problem with uncertain data (Q400027) (← links)
• Numerical methods for stochastic programs with second order dominance constraints with applications to portfolio optimization (Q421765) (← links)
• Parametric multi-attribute utility functions for optimal profit under risk constraints (Q430155) (← 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)
• A simple SSD-efficiency test (Q476280) (← links)
• Random variables, monotone relations, and convex analysis (Q484142) (← links)
• An approximation scheme for stochastic programs with second order dominance constraints (Q501509) (← links)
• Properties, formulations, and algorithms for portfolio optimization using mean-Gini criteria (Q513570) (← links)
• A note on second-order stochastic dominance constraints induced by mixed-integer linear recourse (Q623459) (← links)
• On strategic multistage operational two-stage stochastic 0--1 optimization for the rapid transit network design problem (Q724143) (← links)
• Stochastic programming with multivariate second order stochastic dominance constraints with applications in portfolio optimization (Q741144) (← links)
• An inexact primal-dual algorithm for semi-infinite programming (Q784788) (← links)
• A combined SDDP/Benders decomposition approach with a risk-averse surface concept for reservoir operation in long term power generation planning (Q827142) (← 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)
• Relaxations of linear programming problems with first order stochastic dominance constraints (Q867928) (← links)
• Valid inequalities and restrictions for stochastic programming problems with first order stochastic dominance constraints (Q927155) (← 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)
• Optimality and duality theory for stochastic optimization problems with nonlinear dominance constraints (Q1434077) (← links)
• On preparedness resource allocation planning for natural disaster relief under endogenous uncertainty with time-consistent risk-averse management (Q1651646) (← links)
• Scenario cluster Lagrangean decomposition for risk averse in multistage stochastic optimization (Q1652363) (← links)
• Biogeography-based optimization of the portfolio optimization problem with second order stochastic dominance constraints (Q1657073) (← links)
• Portfolio optimization based on stochastic dominance and empirical likelihood (Q1668578) (← links)
• Stochastic second-order-cone complementarity problems: expected residual minimization formulation and its applications (Q1680966) (← links)
• Risk tomography (Q1681334) (← links)
• Second-order stochastic dominance constrained portfolio optimization: theory and computational tests (Q1681525) (← links)
• Financial analysis based sectoral portfolio optimization under second order stochastic dominance (Q1699135) (← links)
• Individual optimal pension allocation under stochastic dominance constraints (Q1703557) (← links)
• Stochastic dominance under the nonlinear expected utilities (Q1719011) (← links)
• Modeling stochastic dominance as infinite-dimensional constraint systems via the Strassen theorem (Q1730821) (← links)
• A characterization of Nash equilibrium for the games with random payoffs (Q1730841) (← links)
• Index tracking and enhanced indexing using mixed conditional value-at-risk (Q1743942) (← links)
• Robust decision making using a general utility set (Q1750483) (← links)
• Higher-degree stochastic dominance optimality and efficiency (Q1753649) (← links)
• On risk management of a two-stage stochastic mixed 0-1 model for the closed-loop supply chain design problem (Q1755235) (← links)
• Stochastic dominance efficiency analysis of diversified portfolios: classification, comparison and refinements (Q1761828) (← links)