Pages that link to "Item:Q5444294"
From MaRDI portal
The following pages link to Stability and Sensitivity of Optimization Problems with First Order Stochastic Dominance Constraints (Q5444294):
Displaying 26 items.
- Optimization with a class of multivariate integral stochastic order constraints (Q363558) (← links)
- Stability analysis of one stage stochastic mathematical programs with complementarity constraints (Q415375) (← links)
- Sample average approximation of stochastic dominance constrained programs (Q431031) (← links)
- An approximation scheme for stochastic programs with second order dominance constraints (Q501509) (← links)
- A note on second-order stochastic dominance constraints induced by mixed-integer linear recourse (Q623459) (← links)
- An algorithm for stochastic programs with first-order dominance constraints induced by linear recourse (Q968143) (← links)
- Modeling stochastic dominance as infinite-dimensional constraint systems via the Strassen theorem (Q1730821) (← links)
- Penalized sample average approximation methods for stochastic programs in economic and secure dispatch of a power system (Q1789576) (← links)
- Local smooth representations of parametric semiclosed polyhedra with applications to sensitivity in piecewise linear programs (Q1935266) (← links)
- On pricing-based equilibrium for network expansion planning. A multi-period bilevel approach under uncertainty (Q2189937) (← links)
- On distributionally robust optimization problems with \(k\)-th order stochastic dominance constraints induced by full random quadratic recourse (Q2208959) (← links)
- Risk aversion for an electricity retailer with second-order stochastic dominance constraints (Q2271803) (← links)
- Stability analysis of stochastic programs with second order dominance constraints (Q2434984) (← links)
- Robustness of optimal portfolios under risk and stochastic dominance constraints (Q2514714) (← links)
- Stability and sensitivity of stochastic dominance constrained optimization models (Q2866202) (← links)
- Stochastic optimisation: sensitivity and Delta Theorem (Q3177094) (← links)
- Criteri di sensitività in problemi di dominanza stocastica (Q3342158) (← links)
- Scenario Min-Max Optimization and the Risk of Empirical Costs (Q3449574) (← links)
- (Q3585648) (← links)
- Stochastic Dominance Constraints in Elastic Shape Optimization (Q4582829) (← links)
- Optimization with Reference-Based Robust Preference Constraints (Q4588856) (← links)
- Stability Analysis of Optimization Problems with $k$th order stochastic and distributionally robust dominance constraints induced by full random recourse (Q4641665) (← links)
- Distributionally Robust Second-Order Stochastic Dominance Constrained Optimization with Wasserstein Ball (Q5080499) (← links)
- Expected Utility Maximization with Stochastic Dominance Constraints in Complete Markets (Q5162844) (← links)
- Lipschitzian Properties and Stability of a Class of First-Order Stochastic Dominance Constraints (Q5252600) (← links)
- Variational Theory for Optimization under Stochastic Ambiguity (Q5266537) (← links)
