Conditional value‐at‐risk beyond finance: a survey (Q6090467): Difference between revisions

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+Coherent risk measures in inventory problems
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+An Automated Intensity-Modulated Radiation Therapy Planning System
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+Flexible lease contracts in the fleet replacement problem with alternative fuel vehicles: a real-options approach
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+A risk management system for sustainable fleet replacement
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+The risk-averse newsvendor problem under spectral risk measures: a classification with extensions
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+Coherent Measures of Risk
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+A stochastic programming approach for the optimal management of aggregated distributed energy resources
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+Time consistent dynamic risk measures
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+Polynomial-time identification of robust network flows under uncertain arc failures
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+Optimization of real asset portfolio using a coherent risk measure: Application to oil and energy industries
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+A robust-CVaR optimization approach with application to breast cancer therapy
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+Distributionally robust single machine scheduling with risk aversion
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+The α-reliable mean-excess regret model for stochastic facility location modeling
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+Technical Note—A Risk-Averse Newsvendor Model Under the CVaR Criterion
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+A multiobjective metaheuristic for a mean-risk multistage capacity investment problem
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+A multiobjective metaheuristic for a mean-risk multistage capacity investment problem with process flexibility
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+The wireless network jamming problem
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+Risk management of power portfolios and valuation of flexibility
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+Structure of risk-averse multistage stochastic programs
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+The determination of optimal treatment plans for volumetric modulated arc therapy (VMAT)
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+Risk aversion in imperfect natural gas markets
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+Handling CVaR objectives and constraints in two-stage stochastic models
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+Dynamic conditional value-at-risk model for routing and scheduling of hazardous material transportation networks
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+Stochastic multi-site supply chain planning in textile and apparel industry under demand and price uncertainties with risk aversion
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+Economic lot sampling inspection from defect counts with minimum conditional value-at-risk
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+Mixed integer linear programming models for optimal crop selection
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+Bridging \(k\)-sum and CVaR optimization in MILP
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+Risk-averse profit-based optimal scheduling of a hydro-chain in the day-ahead electricity market
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+Decision rule approximations for the risk averse reservoir management problem
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+A fair division approach to humanitarian logistics inspired by conditional value-at-risk
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+Newsvendor solutions via conditional value-at-risk minimization
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+Manufacturer's return policy in a two-stage supply chain with two risk-averse retailers and random demand
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+Coordination in a retailer‐dominated supply chain with a risk‐averse manufacturer under marketing dependency
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+Iterative estimation maximization for stochastic linear programs with conditional value-at-risk constraints
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+Q3094200
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+Optimization of discrete broadcast under uncertainty using conditional value-at-risk
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+Evaluating policies in risk-averse multi-stage stochastic programming
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+Cut generation for optimization problems with multivariate risk constraints
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+Computational aspects of minimizing conditional value-at-risk
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+Optimal procurement of flexibility services within electricity distribution networks
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+Risk-averse formulations and methods for a virtual power plant
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+Robust multicriteria risk-averse stochastic programming models
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+A mean-risk mixed integer nonlinear program for transportation network protection
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+The Minimum Spanning <i>k</i>-Core Problem with Bounded CVaR Under Probabilistic Edge Failures
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+Detecting large risk-averse 2-clubs in graphs with random edge failures
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+Conditional value at risk and related linear programming models for portfolio optimization
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+Risk-averse two-stage stochastic programming with an application to disaster management
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+Optimization with Multivariate Conditional Value-at-Risk Constraints
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+Optimization with Stochastic Preferences Based on a General Class of Scalarization Functions
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+Fair optimization and networks: a survey
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+Dual Stochastic Dominance and Related Mean-Risk Models
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+Q2724706
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+The newsvendor problem: review and directions for future research
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+Generalized deviations in risk analysis
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+A Column Generation Approach to Radiation Therapy Treatment Planning Using Aperture Modulation
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+A New Linear Programming Approach to Radiation Therapy Treatment Planning Problems
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+On risk-averse maximum weighted subgraph problems
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+Minimizing conditional-value-at-risk for stochastic scheduling problems
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+Supplier selection in make-to-order environment with risks
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+Optimization of cost and service level in the presence of supply chain disruption risks: single vs. multiple sourcing
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+Conditional value-at-risk in stochastic programs with mixed-integer recourse
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+On a time consistency concept in risk averse multistage stochastic programming
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+Reverse logistics network design and planning utilizing conditional value at risk
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+Computational risk management techniques for fixed charge network flow problems with uncertain arc failures
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+A robust approach based on conditional value-at-risk measure to statistical learning problems
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+Distributionally robust chance constrained optimization for economic dispatch in renewable energy integrated systems
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+Effective location models for sorting recyclables in public management
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+Distributionally Robust Control of Constrained Stochastic Systems
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+Critical nodes in interdependent networks with deterministic and probabilistic cascading failures
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+Sample average approximation of expected value constrained stochastic programs
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+The risk-averse newsvendor problem with random capacity
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+Optimal decisions when balancing expected profit and conditional value-at-risk in newsvendor models
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+SUPPLY CHAIN COORDINATION WITH CVaR CRITERION
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+Detecting robust cliques in graphs subject to uncertain edge failures
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+Single and multi-period optimal inventory control models with risk-averse constraints
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+Decomposition Algorithms for Risk-Averse Multistage Stochastic Programs with Application to Water Allocation under Uncertainty
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+Stochastic and risk management models and solution algorithm for natural gas transmission network expansion and LNG terminal location planning
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