The following pages link to (Q4652020):
Displaying 14 items.
- Random variables, monotone relations, and convex analysis (Q484142) (← links)
- Relaxations of linear programming problems with first order stochastic dominance constraints (Q867928) (← links)
- A stochastic order for random vectors and random sets based on the Aumann expectation. (Q1423185) (← links)
- On Banach spaces of vector-valued random variables and their duals motivated by risk measures (Q1790410) (← links)
- Inverse stochastic dominance constraints and rank dependent expected utility theory (Q2502203) (← links)
- The natural Banach space for version independent risk measures (Q2513597) (← links)
- A separation theorem for the weak \(s\)-convex orders (Q2514627) (← links)
- A note on convex ordering for stable stochastic integrals (Q2803999) (← links)
- Augmented Lagrangian Methods for Solving Optimization Problems with Stochastic-Order Constraints (Q2957468) (← links)
- Portfolio Optimization with Risk Control by Stochastic Dominance Constraints (Q3001275) (← links)
- Convex orderings for stochastic processes (Q3357209) (← links)
- On the price of risk in a mean-risk optimization model (Q4619512) (← links)
- Buffered Probability of Exceedance: Mathematical Properties and Optimization (Q4637507) (← links)
- The deepest event cuts in risk-averse optimization with application to radiation therapy design (Q6188060) (← links)
