Buffered Probability of Exceedance: Mathematical Properties and Optimization (Q4637507): Difference between revisions

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+Two-stage stochastic optimization problems with stochastic ordering constraints on the recourse
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+Optimization with Stochastic Dominance Constraints
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+Q4652020
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+Convex measures of risk and trading constraints
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+Interior proximal methods for quasiconvex optimization
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+Convex Approximations of Chance Constrained Programs
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+Cardinality of Upper Average and Its Application to Network Optimization
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+Maximization of AUC and buffered AUC in binary classification
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+Dual Stochastic Dominance and Related Mean-Risk Models
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+Inequalities: theory of majorization and its applications
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+CVaR distance between univariate probability distributions and approximation problems
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+Q4235027
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+Random variables, monotone relations, and convex analysis
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+Orbits of L 1 -Functions Under Doubly Stochastic Transformation
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+Cash flow matching with risks controlled by buffered probability of exceedance and conditional value-at-risk
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+Statistical decision problems. Selected concepts and portfolio safeguard case studies
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