Pages that link to "Item:Q3680615"
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The following pages link to The Entropic Penalty Approach to Stochastic Programming (Q3680615):
Displayed 11 items.
- Symmetric QP and linear programming under primal-dual uncertainty (Q1099786) (← links)
- Certainty equivalents and information measures: Duality and extremal principles (Q1177028) (← links)
- Stochastic programming with random processes (Q1178433) (← links)
- Measuring production with random inputs and outputs using DEA and certainty equivalent (Q1303743) (← links)
- Robust solutions of uncertain linear programs (Q1306344) (← links)
- Duality and equilibrium prices in economics of uncertainty (Q1366319) (← links)
- Canonical least-squares Monte Carlo valuation of American options: convergence and empirical pricing analysis (Q1719097) (← links)
- A limit theorem on characteristic functions via an extremal principle (Q3041844) (← links)
- Exact penalty functions in single-stage stochastic programming<sup>1</sup> (Q3970361) (← links)
- Optimal Stopping Under Uncertainty in Drift and Jump Intensity (Q5219694) (← links)
- Robust Portfolio Choice and Indifference Valuation (Q5247614) (← links)