Risk measures in stochastic programming and robust optimization problems (Q269131): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s10559-015-9780-3
+Normal rank
@@ Property / OpenAlex ID @@
+W2341121397
@@ Property / OpenAlex ID: W2341121397 / rank @@
+Normal rank
@@ Property / cites work @@
+Lectures on Stochastic Programming
@@ Property / cites work: Lectures on Stochastic Programming / rank @@
+Normal rank
@@ Property / cites work @@
+Q3182207
@@ Property / cites work: Q3182207 / rank @@
+Normal rank
@@ Property / cites work @@
+Reducing two-stage probabilistic optimization problems with discrete distribution of random data to mixed-integer programming problems
+Normal rank
@@ Property / cites work @@
+A unified approach for different concepts of robustness and stochastic programming via non-linear scalarizing functionals
+Normal rank
@@ Property / cites work @@
+Q5611351
@@ Property / cites work: Q5611351 / rank @@
+Normal rank
@@ Property / cites work @@
+Robust discrete optimization and its applications
@@ Property / cites work: Robust discrete optimization and its applications / rank @@
+Normal rank
@@ Property / cites work @@
+Robust solutions of linear programming problems contaminated with uncertain data
+Normal rank
@@ Property / cites work @@
+Light Robustness
@@ Property / cites work: Light Robustness / rank @@
+Normal rank
@@ Property / cites work @@
+A Soft Robust Model for Optimization Under Ambiguity
+Normal rank
@@ Property / cites work @@
+Generalized light robustness and the trade-off between robustness and nominal quality
+Normal rank
@@ Property / cites work @@
+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
+Normal rank
@@ Property / cites work @@
+The class of polyhedral coherent risk measures
@@ Property / cites work: The class of polyhedral coherent risk measures / rank @@
+Normal rank
@@ Property / cites work @@
+Polyhedral coherent risk measures and optimal portfolios on the reward-risk ratio
+Normal rank
@@ Property / cites work @@
+Q4552656
@@ Property / cites work: Q4552656 / rank @@
+Normal rank
@@ Property / cites work @@
+Polyhedral coherent risk measures and investment portfolio optimization
+Normal rank
@@ Property / cites work @@
+On reducing a quantile optimization problem with discrete distribution to a mixed integer programming problem
+Normal rank
@@ Property / cites work @@
+Generalized deviations in risk analysis
@@ Property / cites work: Generalized deviations in risk analysis / rank @@
+Normal rank
@@ Property / cites work @@
+Expected utility theory, optimal portfolios, and polyhedral coherent risk measures
+Normal rank
@@ Property / cites work @@
+Convexity and decomposition of mean-risk stochastic programs
+Normal rank