Pages that link to "Item:Q5387990"
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The following pages link to Optimization of Convex Risk Functions (Q5387990):
Displayed 50 items.
- On the dual representation of coherent risk measures (Q1640041) (← links)
- Two-stage non-cooperative games with risk-averse players (Q1680967) (← links)
- Model spaces for risk measures (Q1681096) (← links)
- Supply chain network design under uncertainty: a comprehensive review and future research directions (Q1695020) (← links)
- Robust return risk measures (Q1702877) (← links)
- Identifying effective scenarios in distributionally robust stochastic programs with total variation distance (Q1717235) (← links)
- A unified framework for stochastic optimization (Q1719609) (← links)
- Monotone trends in inventory-price control under time-consistent coherent risk measure (Q1728237) (← links)
- Interchangeability principle and dynamic equations in risk averse stochastic programming (Q1728267) (← links)
- Two-stage absolute semi-deviation mean-risk stochastic programming: an application to the supply chain replenishment problem (Q1734824) (← links)
- Simulation optimization of risk measures with adaptive risk levels (Q1753134) (← links)
- Risk-averse stochastic path detection (Q1753422) (← links)
- Bounds on risk-averse mixed-integer multi-stage stochastic programming problems with mean-CVaR (Q1754123) (← links)
- Decomposability and time consistency of risk averse multistage programs (Q1755843) (← links)
- A note on optimal risk sharing on $L^p$ spaces (Q1785746) (← links)
- Minimax and risk averse multistage stochastic programming (Q1926691) (← links)
- Robust risk management (Q1926976) (← links)
- Scenario decomposition of risk-averse multistage stochastic programming problems (Q1931651) (← links)
- Entropic value-at-risk: a new coherent risk measure (Q1935272) (← links)
- Looking for appropriate qualification conditions for subdifferential formulae and dual representations for convex risk measures (Q1935901) (← links)
- Exchanges and measures of risks (Q1938970) (← links)
- Bounds for nested law invariant coherent risk measures (Q1939679) (← links)
- Portfolio optimization with entropic value-at-risk (Q2001477) (← links)
- Conditionally evenly convex sets and evenly quasi-convex maps (Q2019223) (← links)
- Tutorial on risk neutral, distributionally robust and risk averse multistage stochastic programming (Q2028833) (← links)
- An online algorithm for the risk-aware restless bandit (Q2029383) (← links)
- Resource allocation for contingency planning: an inexact proximal bundle method for stochastic optimization (Q2030665) (← links)
- Risk parity with expectiles (Q2030685) (← links)
- Dynamic robust Orlicz premia and Haezendonck-Goovaerts risk measures (Q2030696) (← links)
- Stochastic dynamic cutting plane for multistage stochastic convex programs (Q2032005) (← links)
- Lagrangian relaxation based heuristics for a chance-constrained optimization model of a hybrid solar-battery storage system (Q2046320) (← links)
- A stochastic primal-dual method for optimization with conditional value at risk constraints (Q2046691) (← links)
- Distributionally robust optimal control and MDP modeling (Q2060388) (← links)
- Superquantiles at work: machine learning applications and efficient subgradient computation (Q2070410) (← links)
- Distributionally robust modeling of optimal control (Q2084037) (← links)
- Adjusted Rényi entropic value-at-risk (Q2106741) (← links)
- Characterization of positive homogeneity for the principle of equivalent utility (Q2144424) (← links)
- Performance measurement with expectiles (Q2145704) (← links)
- Risk-averse hub location: formulation and solution approach (Q2147022) (← links)
- Robust portfolio optimization with respect to spectral risk measures under correlation uncertainty (Q2152585) (← links)
- Automatic Fatou property of law-invariant risk measures (Q2155837) (← links)
- A stochastic subgradient method for distributionally robust non-convex and non-smooth learning (Q2159458) (← links)
- Frameworks and results in distributionally robust optimization (Q2165596) (← links)
- Cooperative game with nondeterministic returns (Q2178593) (← links)
- Robust multi-period portfolio selection based on downside risk with asymmetrically distributed uncertainty set (Q2183311) (← links)
- Risk neutral reformulation approach to risk averse stochastic programming (Q2184085) (← links)
- Risk forms: representation, disintegration, and application to partially observable two-stage systems (Q2189442) (← links)
- Shape-restricted inference for Lorenz curves using duality theory (Q2267621) (← links)
- A multiobjective metaheuristic for a mean-risk multistage capacity investment problem (Q2267821) (← links)
- A dynamic programming approach to adjustable robust optimization (Q2275569) (← links)