Pages that link to "Item:Q4651991"
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The following pages link to On a Class of Minimax Stochastic Programs (Q4651991):
Displayed 50 items.
- Stochastic network models for logistics planning in disaster relief (Q323517) (← links)
- Models and algorithms for distributionally robust least squares problems (Q403637) (← links)
- Distributionally robust multi-item newsvendor problems with multimodal demand distributions (Q494311) (← links)
- Composite time-consistent multi-period risk measure and its application in optimal portfolio selection (Q518437) (← links)
- Computational study of decomposition algorithms for mean-risk stochastic linear programs (Q903926) (← links)
- Pruned Pareto-optimal sets for the system redundancy allocation problem based on multiple prioritized objectives (Q945048) (← links)
- A multiobjective metaheuristic for a mean-risk static stochastic knapsack problem (Q989843) (← links)
- Stochastic programming approach to optimization under uncertainty (Q995788) (← links)
- An approximation framework for two-stage ambiguous stochastic integer programs under mean-MAD information (Q1634284) (← links)
- Distributionally robust optimization with matrix moment constraints: Lagrange duality and cutting plane methods (Q1646571) (← links)
- Incorporating model uncertainty into optimal insurance contract design (Q1681190) (← links)
- Robust decision making using a general utility set (Q1750483) (← links)
- A framework for optimization under ambiguity (Q1931627) (← links)
- Distributionally robust simple integer recourse (Q1989721) (← links)
- The value of the right distribution in stochastic programming with application to a Newsvendor problem (Q2010381) (← links)
- Decomposition and discrete approximation methods for solving two-stage distributionally robust optimization problems (Q2026771) (← links)
- Robust stochastic optimization with convex risk measures: a discretized subgradient scheme (Q2031316) (← links)
- A data-driven approach for a class of stochastic dynamic optimization problems (Q2057219) (← links)
- Distributionally robust optimization. A review on theory and applications (Q2074636) (← links)
- Data-driven stochastic optimization for distributional ambiguity with integrated confidence region (Q2079685) (← links)
- Special issue: Global solution of integer, stochastic and nonconvex optimization problems (Q2097627) (← links)
- Distributionally robust optimization with moment ambiguity sets (Q2111170) (← links)
- Frameworks and results in distributionally robust optimization (Q2165596) (← links)
- On solving two-stage distributionally robust disjunctive programs with a general ambiguity set (Q2312325) (← links)
- On distributionally robust multiperiod stochastic optimization (Q2355207) (← links)
- Decomposition algorithm for distributionally robust optimization using Wasserstein metric with an application to a class of regression models (Q2424760) (← links)
- On two-stage convex chance constrained problems (Q2466772) (← links)
- Convexity and decomposition of mean-risk stochastic programs (Q2492670) (← links)
- Ambiguous chance constrained problems and robust optimization (Q2492682) (← links)
- Robust and distributionally robust optimization models for linear support vector machine (Q2676336) (← links)
- Convergence Analysis for Distributionally Robust Optimization and Equilibrium Problems (Q2806810) (← links)
- Uncertainties in minimax stochastic programs (Q3111134) (← links)
- Decomposition Algorithms for Two-Stage Distributionally Robust Mixed Binary Programs (Q4586174) (← links)
- Optimization with Reference-Based Robust Preference Constraints (Q4588856) (← links)
- A Measure Approximation for Distributionally Robust PDE-Constrained Optimization Problems (Q4602349) (← links)
- On Deterministic Reformulations of Distributionally Robust Joint Chance Constrained Optimization Problems (Q4641643) (← links)
- Adjustable Robust Optimization via Fourier–Motzkin Elimination (Q4971396) (← links)
- Risk-Averse Two-Stage Stochastic Program with Distributional Ambiguity (Q4971569) (← links)
- Dynamics of Data-driven Ambiguity Sets for Hyperbolic Conservation Laws with Uncertain Inputs (Q4997437) (← links)
- Efficient Algorithms for Distributionally Robust Stochastic Optimization with Discrete Scenario Support (Q5003210) (← links)
- On the Heavy-Tail Behavior of the Distributionally Robust Newsvendor (Q5031607) (← links)
- New Primal-Dual Algorithms for a Class of Nonsmooth and Nonlinear Convex-Concave Minimax Problems (Q5043287) (← links)
- Data-driven distributionally robust risk parity portfolio optimization (Q5058398) (← links)
- Robust Markov Decision Processes with Data-Driven, Distance-Based Ambiguity Sets (Q5081099) (← links)
- Stochastic Decomposition Method for Two-Stage Distributionally Robust Linear Optimization (Q5097017) (← links)
- Epi-Regularization of Risk Measures (Q5119856) (← links)
- Parallel Scenario Decomposition of Risk-Averse 0-1 Stochastic Programs (Q5131712) (← links)
- An Interior-Point Approach for Solving Risk-Averse PDE-Constrained Optimization Problems with Coherent Risk Measures (Q5148402) (← links)
- Gain-loss pricing under ambiguity of measure (Q5189212) (← links)
- Variational Theory for Optimization under Stochastic Ambiguity (Q5266537) (← links)