Pages that link to "Item:Q5317522"
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The following pages link to Optimal Inequalities in Probability Theory: A Convex Optimization Approach (Q5317522):
Displaying 50 items.
- Overall fault diagnosability evaluation for dynamic systems: a quantitative-qualitative approach (Q2097747) (← links)
- Tight bounds for a class of data-driven distributionally robust risk measures (Q2115129) (← links)
- Robust pricing for airlines with partial information (Q2115756) (← links)
- Mixed value-at-risk and its numerical investigation (Q2137621) (← links)
- Frameworks and results in distributionally robust optimization (Q2165596) (← links)
- Is being ``robust'' beneficial? A perspective from the Indian market (Q2166065) (← links)
- Distributionally robust optimization with polynomial densities: theory, models and algorithms (Q2189441) (← links)
- Exploiting partial correlations in distributionally robust optimization (Q2227536) (← links)
- Scenario-based cuts for structured two-stage stochastic and distributionally robust \(p\)-order conic mixed integer programs (Q2231326) (← links)
- A distributionally robust optimization approach for outpatient colonoscopy scheduling (Q2286974) (← links)
- Random variables with moment-matching staircase density functions (Q2306998) (← links)
- On solving two-stage distributionally robust disjunctive programs with a general ambiguity set (Q2312325) (← links)
- A distributionally robust perspective on uncertainty quantification and chance constrained programming (Q2349116) (← links)
- Completely positive reformulations for polynomial optimization (Q2349130) (← links)
- Robust and reliable portfolio optimization formulation of a chance constrained problem (Q2360112) (← links)
- On distributionally robust chance-constrained linear programs (Q2370049) (← links)
- A composite risk measure framework for decision making under uncertainty (Q2422609) (← links)
- Lifted polymatroid inequalities for mean-risk optimization with indicator variables (Q2423781) (← links)
- Decomposition algorithm for distributionally robust optimization using Wasserstein metric with an application to a class of regression models (Q2424760) (← links)
- Computing best bounds for nonlinear risk measures with partial information (Q2442516) (← links)
- Global optimality principles for polynomial optimization over box or bivalent constraints by separable polynomial approximations (Q2442635) (← links)
- Robust portfolio selection with uncertain exit time using worst-case VaR strategy (Q2465952) (← links)
- Probabilistic bounds for \(\ell _{1}\) uncertainty model validation (Q2475466) (← links)
- Bounds on linear PDEs via semidefinite optimization (Q2494516) (← links)
- Persistence in discrete optimization under data uncertainty (Q2502201) (← links)
- Brittleness of Bayesian inference under finite information in a continuous world (Q2514805) (← links)
- A semidefinite optimization approach to the steady-state analysis of queueing systems (Q2641954) (← links)
- Appointment scheduling for multi-stage sequential service systems with limited distributional information (Q2668725) (← links)
- Distributionally robust facility location with bimodal random demand (Q2669477) (← links)
- Tight tail probability bounds for distribution-free decision making (Q2670527) (← links)
- Distributionally robust joint chance-constrained support vector machines (Q2688915) (← links)
- Positivity and Optimization: Beyond Polynomials (Q2802532) (← links)
- Convergence Analysis for Distributionally Robust Optimization and Equilibrium Problems (Q2806810) (← links)
- An Approximation Algorithm for the Two-Stage Distributionally Robust Facility Location Problem (Q2942463) (← links)
- Successive Quadratic Upper-Bounding for Discrete Mean-Risk Minimization and Network Interdiction (Q3386769) (← links)
- Process Flexibility: A Distribution-Free Bound on the Performance of <i>k</i>-Chain (Q3450460) (← links)
- Robust mid-term power generation management (Q3625233) (← links)
- Robust portfolio selection under downside risk measures (Q3650968) (← links)
- Decomposition Algorithms for Two-Stage Distributionally Robust Mixed Binary Programs (Q4586174) (← links)
- Ambiguous Joint Chance Constraints Under Mean and Dispersion Information (Q4604907) (← links)
- Sum-of-Squares Optimization without Semidefinite Programming (Q4629344) (← links)
- Robust Adaptive Routing Under Uncertainty (Q4969320) (← links)
- Robust Analysis in Stochastic Simulation: Computation and Performance Guarantees (Q4971591) (← links)
- The Discrete Moment Problem with Nonconvex Shape Constraints (Q4994156) (← links)
- On the Heavy-Tail Behavior of the Distributionally Robust Newsvendor (Q5031607) (← links)
- A General Model and Efficient Algorithms for Reliable Facility Location Problem Under Uncertain Disruptions (Q5084659) (← links)
- Stochastic Decomposition Method for Two-Stage Distributionally Robust Linear Optimization (Q5097017) (← links)
- Technical Note—On Matrix Exponential Differentiation with Application to Weighted Sum Distributions (Q5106348) (← links)
- Application of direct extended modified algebraic method of Bogoyavlenskii equation on lower and upper bounds in managing and optimizing queues (Q5125359) (← links)
- Distributionally Robust Optimization with Infinitely Constrained Ambiguity Sets (Q5129197) (← links)
