The following pages link to (Q4838490):
Displayed 12 items.
- Inverse stochastic dominance constraints and rank dependent expected utility theory (Q2502203) (← links)
- Simple integer recourse models: convexity and convex approximations (Q2502210) (← links)
- A branch-reduce-cut algorithm for the global optimization of probabilistically constrained linear programs (Q2502217) (← links)
- Two-stage stochastic problems with correlated normal variables: computational experiences (Q2507407) (← links)
- Some insights into the solution algorithms for SLP problems (Q2507411) (← links)
- Worst-case robust decisions for multi-period mean-variance portfolio optimization (Q2643927) (← links)
- Supply capacity acquisition and allocation with uncertain customer demands (Q2655615) (← links)
- (Q4488858) (← links)
- Probability bounds given by hypercherry trees (Q4709731) (← links)
- An upper bound on the premium of the stop-loss treaty (Q5422768) (← links)
- On the concavity of multivariate probability distribution functions (Q5949901) (← links)
- The robust spanning tree problem with interval data (Q5949905) (← links)