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

@@ Property / author @@
-Jitka Dupačová
@@ Property / author: Jitka Dupačová / rank @@
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@@ 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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+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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@@ Property / cites work @@
+Stability and sensitivity-analysis for stochastic programming
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+Scenario-based stochastic programs: Resistance with respect to sample
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+Q3840407
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+Q3604336
@@ Property / cites work: Q3604336 / rank @@
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+Stress testing for VaR and CVaR
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+Introduction to sensitivity and stability analysis in nonlinear programming
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+Generalized convexity and concavity of the optimal value function in nonlinear programming
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+Contributions to the theory of stochastic programming
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+Frontiers of Stochastically Nondominated Portfolios
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+Sample average approximation of expected value constrained stochastic programs
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@@ links / mardi / name / links / mardi / name @@
+Publication:1931644