Pages that link to "Item:Q4709737"

The following pages link to Minimax analysis of stochastic problems (Q4709737):

Displaying 50 items.

• Generalized Gauss inequalities via semidefinite programming (Q263197) (← links)
• A distributionally robust joint chance constrained optimization model for the dynamic network design problem under demand uncertainty (Q291667) (← links)
• Optimization of chance constraint programming with sum-of-fractional objectives â an application to assembled printed circuit board problem (Q727378) (← links)
• A generalized optimization method for night vision devices design considering stochastic external surveillance conditions (Q965510) (← links)
• Stochastic programming approach to optimization under uncertainty (Q995788) (← links)
• An approximation framework for two-stage ambiguous stochastic integer programs under mean-MAD information (Q1634284) (← links)
• Incorporating model uncertainty into optimal insurance contract design (Q1681190) (← links)
• Necessary and sufficient conditions for Pareto efficiency in robust multiobjective optimization (Q1683101) (← links)
• Ambiguous risk constraints with moment and unimodality information (Q1717225) (← links)
• Distributionally robust expectation inequalities for structured distributions (Q1717228) (← links)
• Robust two-stage stochastic linear optimization with risk aversion (Q1752187) (← links)
• Applying the minimax criterion in stochastic recourse programs (Q1771344) (← links)
• Likelihood robust optimization for data-driven problems (Q1789597) (← links)
• A framework for optimization under ambiguity (Q1931627) (← links)
• Distributionally robust joint chance constraints with second-order moment information (Q1942277) (← links)
• Stochastic global optimization using tangent minorants for Lipschitz functions (Q1989202) (← links)
• The value of the right distribution in stochastic programming with application to a Newsvendor problem (Q2010381) (← links)
• A data-driven approach for a class of stochastic dynamic optimization problems (Q2057219) (← links)
• Risk-averse stochastic programming and distributionally robust optimization via operator splitting (Q2070402) (← links)
• Distributionally robust optimization. A review on theory and applications (Q2074636) (← links)
• Uncertainty quantification of the 4th kind; optimal posterior accuracy-uncertainty tradeoff with the minimum enclosing ball (Q2088318) (← links)
• Distributionally robust resource planning under binomial demand intakes (Q2106736) (← links)
• Optimized Bonferroni approximations of distributionally robust joint chance constraints (Q2118072) (← links)
• Asymptotic behavior of solutions: an application to stochastic NLP (Q2118078) (← links)
• Frameworks and results in distributionally robust optimization (Q2165596) (← links)
• Multi-echelon supply chains with lead times and uncertain demands. A lot-sizing formulation and solutions (Q2241314) (← links)
• Distributionally robust chance constrained problems under general moments information (Q2244249) (← links)
• Robust assortment optimization using worst-case CVaR under the multinomial logit model (Q2294358) (← links)
• A distributionally robust perspective on uncertainty quantification and chance constrained programming (Q2349116) (← links)
• On distributionally robust multiperiod stochastic optimization (Q2355207) (← links)
• Decomposition algorithm for distributionally robust optimization using Wasserstein metric with an application to a class of regression models (Q2424760) (← links)
• On two-stage convex chance constrained problems (Q2466772) (← links)
• Asymptotics of minimax stochastic programs (Q2476823) (← links)
• Ambiguous chance constrained problems and robust optimization (Q2492682) (← links)
• Worst-case distribution analysis of stochastic programs (Q2492684) (← links)
• Online learning based risk-averse stochastic MPC of constrained linear uncertain systems (Q2663890) (← links)
• Robust and distributionally robust optimization models for linear support vector machine (Q2676336) (← links)
• Optimal insurance under maxmin expected utility (Q2697500) (← links)
• Two-stage distributionally robust optimization model for warehousing-transportation problem under uncertain environment (Q2698567) (← links)
• Convergence analysis for distributionally robust optimization and equilibrium problems (Q2806810) (← links)
• Uncertainties in minimax stochastic programs (Q3111134) (← links)
• Models for Minimax Stochastic Linear Optimization Problems with Risk Aversion (Q3169108) (← links)
• Stochastic methods for solving minimax problems (Q3320142) (← links)
• Solving a Class of Stochastic Minimization Problems (Q4305747) (← links)
• Decomposition Algorithms for Two-Stage Distributionally Robust Mixed Binary Programs (Q4586174) (← links)
• A Measure Approximation for Distributionally Robust PDE-Constrained Optimization Problems (Q4602349) (← links)
• On Deterministic Reformulations of Distributionally Robust Joint Chance Constrained Optimization Problems (Q4641643) (← links)
• A Bayesian Risk Approach to Data-driven Stochastic Optimization: Formulations and Asymptotics (Q4641673) (← links)
• The minimax approach to stochastic programming and an illustrative application (Q4726044) (← links)
• Robust Defibrillator Deployment Under Cardiac Arrest Location Uncertainty via Row-and-Column Generation (Q4969331) (← links)