Uncertainties in minimax stochastic programs (Q3111134): Difference between revisions

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+More bounds on the expectation of a convex function of a random variable
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+Computing Bounds for Stochastic Programming Problems by Means of a Generalized Moment Problem
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+Characterization of the extreme points of a class of special polyhedra
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+Ambiguous Risk Measures and Optimal Robust Portfolios
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+Stability in stochastic programming with recourse-estimated parameters
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+The minimax approach to stochastic programming and an illustrative application
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+Bounds for Two-Stage Stochastic Programs with Fixed Recourse
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+Robust Solutions to Uncertain Semidefinite Programs
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+Extreme Points of Certain Sets of Probability Measures, with Applications
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+The General Moment Problem, A Geometric Approach
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+Inequalities for Stochastic Linear Programming Problems
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+Ambiguity in portfolio selection
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+A Semidefinite Programming Approach to Optimal-Moment Bounds for Convex Classes of Distributions
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+Applying the minimax criterion in stochastic recourse programs
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+A Characterization of Stability in Linear Programming
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+Variational Analysis
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+Approximation Theorems of Mathematical Statistics
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+Worst-case distribution analysis of stochastic programs
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+On a Class of Minimax Stochastic Programs
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+Minimax analysis of stochastic problems
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+Robust stochastic programming with uncertain probabilities
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+Stochastic Programs with Recourse II: On the Continuity of the Objective
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