Pages that link to "Item:Q4868801"
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The following pages link to Generalized Chebychev Inequalities: Theory and Applications in Decision Analysis (Q4868801):
Displaying 38 items.
- Generalized Gauss inequalities via semidefinite programming (Q263197) (← links)
- Distributionally robust mixed integer linear programs: persistency models with applications (Q296964) (← links)
- SDP relaxation of arbitrage pricing bounds based on option prices and moments (Q848736) (← links)
- Generalized moment theory and Bayesian robustness analysis for hierarchical mixture models (Q870499) (← links)
- Expected utility inequalities: theory and applications (Q926238) (← links)
- Numerical treatment of Bayesian robustness problems (Q962855) (← links)
- Third-order extensions of Lo's semiparametric bound for European call options (Q1026788) (← links)
- Global optimization of robust chance constrained problems (Q1029686) (← links)
- Optimal selling mechanisms under moment conditions (Q1622360) (← links)
- An algorithm for calculating \(\Gamma\)-minimax decision rules under generalized moment conditions. (Q1848898) (← links)
- Generalized Chebyshev inequality and its application to survivability analysis of complex systems (Q1905138) (← links)
- Distributionally robust optimization. A review on theory and applications (Q2074636) (← links)
- Screening for chronic diseases: optimizing lead time through balancing prescribed frequency and individual adherence (Q2087750) (← links)
- Tight bounds for a class of data-driven distributionally robust risk measures (Q2115129) (← links)
- Frameworks and results in distributionally robust optimization (Q2165596) (← links)
- Relaxation schemes for the joint linear chance constraint based on probability inequalities (Q2165806) (← links)
- Applying optimization theory to study extremal \(GI/GI/1\) transient mean waiting times (Q2167916) (← links)
- Dynamic programming for deterministic discrete-time systems with uncertain gain (Q2386119) (← links)
- Bounded densities and their derivatives: extension to other domains (Q2431651) (← links)
- Computing bounds on the expected payoff of Alternative Risk Transfer products (Q2445341) (← links)
- Worst-case large-deviation asymptotics with application to queueing and information theory (Q2495380) (← links)
- Brittleness of Bayesian inference under finite information in a continuous world (Q2514805) (← links)
- Extremal models for the \(G I \slash G I \slash K\) waiting-time tail-probability decay rate (Q2661563) (← links)
- Tight tail probability bounds for distribution-free decision making (Q2670527) (← links)
- Best Upper and Lower Tchebycheff Bounds on Expected Utility (Q3202088) (← links)
- Computing interval-valued statistical characteristics: what is the stumbling block for reliability applications? (Q3552189) (← links)
- Robust mid-term power generation management (Q3625233) (← links)
- Robust Analysis in Stochastic Simulation: Computation and Performance Guarantees (Q4971591) (← links)
- Optimization-Based Calibration of Simulation Input Models (Q5129200) (← links)
- Technical Note—Closed-Form Solutions for Worst-Case Law Invariant Risk Measures with Application to Robust Portfolio Optimization (Q5131536) (← links)
- Gain-loss pricing under ambiguity of measure (Q5189212) (← links)
- Collective mental accounting: an integrated behavioural portfolio selection model for multiple mental accounts (Q5234291) (← links)
- Robust Wasserstein profile inference and applications to machine learning (Q5235055) (← links)
- Newsvendor optimization with limited distribution information (Q5299917) (← links)
- CHEBYSHEV INEQUALITIES WITH LAW-INVARIANT DEVIATION MEASURES (Q5305599) (← links)
- Convex Optimal Uncertainty Quantification (Q5501231) (← links)
- Robust Actuarial Risk Analysis (Q5742897) (← links)
- Several novel inequalities associated with the Riesz-type fractional integral operator (Q6543201) (← links)
