Robustness in stochastic programs with risk constraints (Q1931644): Difference between revisions

@@ Property / author @@
+Jitka Dupačová
@@ Property / author: Jitka Dupačová / rank @@
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+MaRDI publication profile
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+https://doi.org/10.1007/s10479-010-0824-9
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+W2070274887
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@@ Property / cites work @@
+Q4503250
@@ Property / cites work: Q4503250 / rank @@
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@@ Property / cites work @@
+Robust stochastic dominance and its application to risk-averse optimization
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+Stability and sensitivity-analysis for stochastic programming
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+Scenario-based stochastic programs: Resistance with respect to sample
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+Stress testing for VaR and CVaR
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