Pages that link to "Item:Q3449574"
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The following pages link to Scenario Min-Max Optimization and the Risk of Empirical Costs (Q3449574):
Displayed 16 items.
- Wait-and-judge scenario optimization (Q681495) (← links)
- Identifying effective scenarios in distributionally robust stochastic programs with total variation distance (Q1717235) (← links)
- Expected shortfall: heuristics and certificates (Q1754277) (← links)
- Ergodic approach to robust optimization and infinite programming problems (Q2045190) (← links)
- A theory of the risk for empirical CVaR with application to portfolio selection (Q2070025) (← links)
- Risk and complexity in scenario optimization (Q2118077) (← links)
- On the quantification of aleatory and epistemic uncertainty using sliced-normal distributions (Q2278545) (← links)
- Optimal disturbance compensation for constrained linear systems operating in stationary conditions: a scenario-based approach (Q2280962) (← links)
- On a class of interval predictor models with universal reliability (Q2280963) (← links)
- A randomized relaxation method to ensure feasibility in stochastic control of linear systems subject to state and input constraints (Q2307539) (← links)
- The wait-and-judge scenario approach applied to antenna array design (Q2320467) (← links)
- Probabilistic feasibility guarantees for convex scenario programs with an arbitrary number of discarded constraints (Q2683215) (← links)
- Consistency of the Scenario Approach (Q4600842) (← links)
- Redundancy implies robustness for bang‐bang strategies (Q4629714) (← links)
- (Q5053329) (← links)
- On Conditional Risk Assessments in Scenario Optimization (Q6155877) (← links)