Pages that link to "Item:Q5387990"
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The following pages link to Optimization of Convex Risk Functions (Q5387990):
Displaying 50 items.
- Medium range optimization of copper extraction planning under uncertainty in future copper prices (Q297027) (← links)
- Application of growth functions in the prediction of live weight of domestic animals (Q300868) (← links)
- VaR as the CVaR sensitivity: applications in risk optimization (Q313597) (← links)
- Systemic risk measures on general measurable spaces (Q343813) (← links)
- Calibration of estimator-weights via semismooth Newton method (Q427370) (← links)
- A line search exact penalty method using steering rules (Q431002) (← links)
- Strong convergence of a projected gradient method (Q442915) (← links)
- Comparative and qualitative robustness for law-invariant risk measures (Q468411) (← links)
- Risk preferences on the space of quantile functions (Q484133) (← links)
- Two-stage portfolio optimization with higher-order conditional measures of risk (Q492815) (← links)
- Kusuoka representations of coherent risk measures in general probability spaces (Q492837) (← links)
- Trade-off between robust risk measurement and market principles (Q493244) (← links)
- Support vector machines based on convex risk functions and general norms (Q513637) (← links)
- Controlled Markov decision processes with AVaR criteria for unbounded costs (Q515747) (← links)
- Optimizing financial and physical assets with chance-constrained programming in the electrical industry (Q535690) (← links)
- Optimization of an acoustic test chamber involving the fluid-structure interaction by FEM and experimental validation (Q604902) (← links)
- Risk-averse dynamic programming for Markov decision processes (Q607497) (← links)
- Analysis of stochastic dual dynamic programming method (Q617520) (← links)
- Searching for a best least absolute deviations solution of an overdetermined system of linear equations motivated by searching for a best least absolute deviations hyperplane on the basis of given data (Q635803) (← links)
- Asymptotic distribution of law-invariant risk functionals (Q650758) (← links)
- Sensitivity of risk measures with respect to the normal approximation of total claim distributions (Q654808) (← links)
- Extending dynamic convex risk measures from discrete time to continuous time: a convergence approach (Q661265) (← links)
- Minimax strategies and duality with applications in financial mathematics (Q692314) (← links)
- Gain-loss based convex risk limits in discrete-time trading (Q693201) (← links)
- Capital allocation à la Aumann-Shapley for non-differentiable risk measures (Q723951) (← links)
- Robust optimal control using conditional risk mappings in infinite horizon (Q724507) (← links)
- Time-consistent approximations of risk-averse multistage stochastic optimization problems (Q747773) (← links)
- The effect of regularization in portfolio selection problems (Q828760) (← links)
- Set optimization of set-valued risk measures (Q828851) (← links)
- On a time consistency concept in risk averse multistage stochastic programming (Q833557) (← links)
- Properties of distortion risk measures (Q835686) (← links)
- Dual characterization of properties of risk measures on Orlicz hearts (Q841649) (← links)
- Robust stochastic dominance and its application to risk-averse optimization (Q849327) (← links)
- Optimal control of a multistate failure-prone manufacturing system under a conditional value-at-risk cost criterion (Q896177) (← links)
- Optimizing over coherent risk measures and non-convexities: a robust mixed integer optimization approach (Q902084) (← links)
- Computational study of decomposition algorithms for mean-risk stochastic linear programs (Q903926) (← links)
- A risk-averse newsvendor with law invariant coherent measures of risk (Q924892) (← links)
- Risk-adjusted probability measures in portfolio optimization with coherent measures of risk (Q930955) (← links)
- Dual representations for convex risk measures via conjugate duality (Q963653) (← links)
- A general method of solution for the cluster variation method in ionic solids, with application to diffusionless transitions in yttria-stabilized zirconia (Q976855) (← links)
- A smoothing method for solving portfolio optimization with CVaR and applications in allocation of generation asset (Q979251) (← links)
- Minimizing measures of risk by saddle point conditions (Q984899) (← links)
- A multiobjective metaheuristic for a mean-risk static stochastic knapsack problem (Q989843) (← links)
- Stochastic programming approach to optimization under uncertainty (Q995788) (← links)
- Reconstructing (0,1)-matrices from projections using integer programming (Q1001203) (← links)
- Risk optimization with \(p\)-order conic constraints: a linear programming approach (Q1038319) (← links)
- Extending pricing rules with general risk functions (Q1044131) (← links)
- Risk measurement and risk-averse control of partially observable discrete-time Markov systems (Q1616832) (← links)
- Modeling time-dependent randomness in stochastic dual dynamic programming (Q1622820) (← links)
- Superquantile/CVaR risk measures: second-order theory (Q1640039) (← links)