Pages that link to "Item:Q2492670"
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The following pages link to Convexity and decomposition of mean-risk stochastic programs (Q2492670):
Displayed 29 items.
- Risk measures in stochastic programming and robust optimization problems (Q269131) (← links)
- Medium range optimization of copper extraction planning under uncertainty in future copper prices (Q297027) (← links)
- Risk aversion in multistage stochastic programming: a modeling and algorithmic perspective (Q320900) (← links)
- An exact algorithm for the maximum probabilistic clique problem (Q405671) (← links)
- Capital rationing problems under uncertainty and risk (Q429488) (← links)
- On air traffic flow management with rerouting. II: Stochastic case (Q439637) (← links)
- Computational study of decomposition algorithms for mean-risk stochastic linear programs (Q903926) (← links)
- Handling CVaR objectives and constraints in two-stage stochastic models (Q932208) (← links)
- Polymatroids and mean-risk minimization in discrete optimization (Q957370) (← links)
- A two-stage stochastic programming model for transportation network protection (Q960408) (← links)
- A multiobjective metaheuristic for a mean-risk static stochastic knapsack problem (Q989843) (← links)
- SICOpt: Solution approach for nonlinear integer stochastic programming problems (Q1039361) (← links)
- Risk-averse two-stage stochastic programming with an application to disaster management (Q1762003) (← links)
- Entropic value-at-risk: a new coherent risk measure (Q1935272) (← links)
- Postoptimality for mean-risk stochastic mixed-integer programs and its application (Q1935908) (← links)
- A multiobjective metaheuristic for a mean-risk multistage capacity investment problem (Q2267821) (← links)
- Robust strategies for natural gas procurement (Q2270304) (← links)
- Risk aversion for an electricity retailer with second-order stochastic dominance constraints (Q2271803) (← links)
- Cutting plane algorithms for mean-CVaR portfolio optimization with nonconvex transaction costs (Q2355203) (← links)
- Decision tree analysis for a risk averse decision maker: CVaR criterion (Q2356215) (← links)
- Risk-averse two-stage stochastic programs in furniture plants (Q2454333) (← links)
- Asymptotics of minimax stochastic programs (Q2476823) (← links)
- A two-stage stochastic programming model for electric energy producers (Q2482384) (← links)
- Effective location models for sorting recyclables in public management (Q2514790) (← links)
- Reverse logistics network design and planning utilizing conditional value at risk (Q2514880) (← links)
- Decomposition Algorithms for Risk-Averse Multistage Stochastic Programs with Application to Water Allocation under Uncertainty (Q2830943) (← links)
- Risk Aversion in Two-Stage Stochastic Integer Programming (Q3001274) (← links)
- The Minimum Spanning <i>k</i>-Core Problem with Bounded CVaR Under Probabilistic Edge Failures (Q3186660) (← links)
- (Q3604336) (← links)