Pages that link to "Item:Q3395025"
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The following pages link to New Formulations for Optimization under Stochastic Dominance Constraints (Q3395025):
Displayed 35 items.
- On relations between DEA-risk models and stochastic dominance efficiency tests (Q301149) (← links)
- Cut generation for optimization problems with multivariate risk constraints (Q312669) (← links)
- Implementing the simplex method as a cutting-plane method, with a view to regularization (Q377719) (← links)
- Sample average approximation of stochastic dominance constrained programs (Q431031) (← links)
- Tractable almost stochastic dominance (Q439526) (← links)
- A simple SSD-efficiency test (Q476280) (← links)
- Stochastic programming with multivariate second order stochastic dominance constraints with applications in portfolio optimization (Q741144) (← links)
- Second-order stochastic dominance constrained portfolio optimization: theory and computational tests (Q1681525) (← links)
- Individual optimal pension allocation under stochastic dominance constraints (Q1703557) (← links)
- Modeling stochastic dominance as infinite-dimensional constraint systems via the Strassen theorem (Q1730821) (← links)
- On exact and approximate stochastic dominance strategies for portfolio selection (Q1751812) (← links)
- Stochastic dominance efficiency analysis of diversified portfolios: classification, comparison and refinements (Q1761828) (← links)
- Stage-\(t\) scenario dominance for risk-averse multi-stage stochastic mixed-integer programs (Q2069234) (← links)
- Interval-based stochastic dominance: theoretical framework and application to portfolio choices (Q2070730) (← links)
- Multi-stage portfolio selection problem with dynamic stochastic dominance constraints (Q2149614) (← links)
- Pension fund management with investment certificates and stochastic dominance (Q2241065) (← links)
- Stochastically weighted stochastic dominance concepts with an application in capital budgeting (Q2255976) (← links)
- Risk aversion for an electricity retailer with second-order stochastic dominance constraints (Q2271803) (← links)
- Aspects of optimization with stochastic dominance (Q2399318) (← links)
- An algorithm for sequential tail value at risk for path-independent payoffs in a binomial tree (Q2430615) (← links)
- Alternate risk measures for emergency medical service system design (Q2430620) (← links)
- A general test for SSD portfolio efficiency (Q2516639) (← 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)
- Portfolio Choice Models Based on Second-Order Stochastic Dominance Measures: An Overview and a Computational Study (Q4613834) (← links)
- An enhanced model for portfolio choice with SSD criteria: a constructive approach (Q4911227) (← 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)
- Multivariate robust second-order stochastic dominance and resulting risk-averse optimization (Q5239081) (← links)
- Lipschitzian Properties and Stability of a Class of First-Order Stochastic Dominance Constraints (Q5252600) (← links)
- Optimal measure preserving derivatives revisited (Q6054457) (← links)
- Neurodynamics-driven portfolio optimization with targeted performance criteria (Q6077711) (← links)
- Distributionally robust optimization with multivariate second-order stochastic dominance constraints with applications in portfolio optimization (Q6132757) (← links)