The following pages link to (Q4779122):
Displaying 48 items.
- A semi-infinite programming based algorithm for finding minimax optimal designs for nonlinear models (Q261002) (← links)
- A new expected-improvement algorithm for continuous minimax optimization (Q280101) (← links)
- Solving quality control problems with an algorithm for minimax programs with coupled constraints (Q336795) (← links)
- Robust international portfolio management (Q373171) (← links)
- A random sampling approach to worst-case design of structures (Q381813) (← links)
- Robust portfolio optimization: a conic programming approach (Q453610) (← links)
- Robust portfolio optimization with derivative insurance guarantees (Q531475) (← links)
- On the role of norm constraints in portfolio selection (Q645500) (← links)
- A classical decision theoretic perspective on worst-case analysis (Q664404) (← links)
- New exact penalty function for solving constrained finite min-max problems (Q764635) (← links)
- Financial networks with intermediation: risk management with variable weights (Q818078) (← links)
- A global optimization algorithm for generalized semi-infinite, continuous minimax with coupled constraints and bi-level problems (Q839044) (← links)
- Mean and variance optimization of non-linear systems and worst-case analysis (Q839487) (← links)
- The evolution and emergence of integrated social and financial networks with electronic transactions: A dynamic supernetwork theory for the modeling, analysis, and computation of financial flows and relationship levels (Q853593) (← links)
- A classification system for economic stochastic control models (Q853648) (← links)
- Robust capacity assignment in telecommunications (Q867429) (← links)
- Robust portfolio selection based on a multi-stage scenario tree (Q932207) (← links)
- Stochastic control for economic models: past, present and the paths ahead (Q953733) (← links)
- An interior-point algorithm for nonlinear minimax problems (Q963659) (← links)
- Worst-case estimation for econometric models with unobservable components (Q1019967) (← links)
- Robust optimal decisions with imprecise forecasts (Q1019992) (← links)
- An algorithm for the global optimization of a class of continuous minimax problems (Q1028590) (← links)
- On worst case design strategies (Q1094340) (← links)
- Recent advancements in robust optimization for investment management (Q1621905) (← links)
- Expected improvement based infill sampling for global robust optimization of constrained problems (Q1642975) (← links)
- Robust hedging strategies (Q1761191) (← links)
- Post-tax optimization with stochastic programming (Q1877032) (← links)
- International portfolio management with affine policies (Q1927003) (← links)
- Rate of convergence analysis of discretization and smoothing algorithms for semiinfinite minimax problems (Q1935267) (← links)
- Worst-case global optimization of black-box functions through Kriging and relaxation (Q1942020) (← links)
- Convergence of an interior point algorithm for continuous minimax (Q1956470) (← links)
- A semi-infinite programming based algorithm for determining T-optimum designs for model discrimination (Q2256741) (← links)
- Nonconvex min-max fractional quadratic problems under quadratic constraints: copositive relaxations (Q2274881) (← links)
- On distributionally robust multiperiod stochastic optimization (Q2355207) (← links)
- Analysis of relationship between forward and spot markets in oligopolies under demand and cost uncertainties (Q2355210) (← links)
- Improved algorithms for computing worst value-at-risk (Q2397478) (← links)
- Sharpe-ratio pricing and hedging of contingent claims in incomplete markets by convex programming (Q2440802) (← links)
- Scenario relaxation algorithm for finite scenario-based min-max regret and min-max relative regret robust optimization (Q2462558) (← links)
- Stochastic optimization and worst-case analysis in monetary policy design (Q2463410) (← links)
- Continuous minimax optimization using modal intervals (Q2465802) (← links)
- Financial networks with intermediation and transportation network equilibria: A supernetwork equivalence and reinterpretation of the equilibrium conditions with computations (Q2468330) (← links)
- Worst-case robust decisions for multi-period mean-variance portfolio optimization (Q2643927) (← links)
- Worst-case design in head impact crashworthiness optimization (Q4446680) (← links)
- (Q4637057) (← links)
- Game Theoretical Approach for Reliable Enhanced Indexation (Q4691960) (← links)
- Black Swans, New Nostradamuses, Voodoo decision theories, and the science of decision making in the face of severe uncertainty (Q4918256) (← links)
- A robust simulation optimization algorithm using kriging and particle swarm optimization: Application to surgery room optimization (Q5082674) (← links)
- Adaptive Bundle Methods for Nonlinear Robust Optimization (Q5106409) (← links)
