Pages that link to "Item:Q5387990"
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The following pages link to Optimization of Convex Risk Functions (Q5387990):
Displaying 50 items.
- A dynamic programming approach to adjustable robust optimization (Q2275569) (← links)
- Epiconvergence of relaxed stochastic optimization problems (Q2294379) (← links)
- A survey of time consistency of dynamic risk measures and dynamic performance measures in discrete time: LM-measure perspective (Q2296091) (← links)
- Risk averse stochastic structural topology optimization (Q2310924) (← links)
- Minimal representation of insurance prices (Q2347070) (← links)
- Equilibrium routing under uncertainty (Q2349119) (← links)
- Decision tree analysis for a risk averse decision maker: CVaR criterion (Q2356215) (← links)
- Domains of weak continuity of statistical functionals with a view toward robust statistics (Q2359672) (← links)
- Perfectly competitive capacity expansion games with risk-averse participants (Q2397828) (← links)
- Statistical estimation of composite risk functionals and risk optimization problems (Q2409393) (← links)
- Kusuoka representation of higher order dual risk measures (Q2430606) (← links)
- SDDP for some interstage dependent risk-averse problems and application to hydro-thermal planning (Q2436685) (← links)
- On measuring and profiling catastrophic risks (Q2458097) (← links)
- Subdifferential representations of risk measures (Q2502205) (← links)
- Optimality conditions in portfolio analysis with general deviation measures (Q2502213) (← links)
- The natural Banach space for version independent risk measures (Q2513597) (← links)
- Robust optimal risk sharing and risk premia in expanding pools (Q2520446) (← links)
- Convergence Analysis of Sampling-Based Decomposition Methods for Risk-Averse Multistage Stochastic Convex Programs (Q2834560) (← links)
- A dual representation of gain–loss hedging for European claims in discrete time (Q2903127) (← links)
- Stochastic Optimization of Electricity Portfolios: Scenario Tree Modeling and Risk Management (Q2974430) (← links)
- Portfolio Optimization with Risk Control by Stochastic Dominance Constraints (Q3001275) (← links)
- INDIFFERENCE PRICE WITH GENERAL SEMIMARTINGALES (Q3008484) (← links)
- Mean absolute negative deviation measure for portfolio selection Problem (Q3008594) (← links)
- ON DUAL APPROACHES TO EFFICIENT OPTIMIZATION OF LP COMPUTABLE RISK MEASURES FOR PORTFOLIO SELECTION (Q3083548) (← links)
- Conditional risk and acceptability mappings as Banach-lattice valued mappings (Q3224134) (← links)
- Representation of increasing convex functionals with countably additive measures (Q3381901) (← links)
- Risk Trading and Endogenous Probabilities in Investment Equilibria (Q3461988) (← links)
- Lipschitz properties of the scalarization function and applications (Q3553769) (← links)
- Coherent hedging in incomplete markets (Q3623410) (← links)
- Time-Coherent Risk Measures for Continuous-Time Markov Chains (Q4579838) (← links)
- Sensitivity Analysis in Applications with Deviation, Risk, Regret, and Error Measures (Q4602342) (← links)
- A Measure Approximation for Distributionally Robust PDE-Constrained Optimization Problems (Q4602349) (← links)
- Conditional-Value-at-Risk Estimation via Reduced-Order Models (Q4611521) (← links)
- Portfolio Choice Models Based on Second-Order Stochastic Dominance Measures: An Overview and a Computational Study (Q4613834) (← links)
- Multilevel Stochastic Gradient Methods for Nested Composition Optimization (Q4629336) (← links)
- THE CANONICAL MODEL SPACE FOR LAW‐INVARIANT CONVEX RISK MEASURES IS <i>L</i><sup>1</sup> (Q4906528) (← links)
- SCHUR CONVEX FUNCTIONALS: FATOU PROPERTY AND REPRESENTATION (Q4906536) (← links)
- An enhanced model for portfolio choice with SSD criteria: a constructive approach (Q4911227) (← links)
- Risk-Averse Two-Stage Stochastic Program with Distributional Ambiguity (Q4971569) (← links)
- (Q4998920) (← links)
- Mathematical Foundations of Distributionally Robust Multistage Optimization (Q5013589) (← links)
- Tail Risk Measures and Portfolio Selection (Q5015921) (← links)
- Stochastic Multilevel Composition Optimization Algorithms with Level-Independent Convergence Rates (Q5072589) (← links)
- Effective Scenarios in Multistage Distributionally Robust Optimization with a Focus on Total Variation Distance (Q5093650) (← links)
- Wasserstein Sensitivity of Risk and Uncertainty Propagation (Q5097853) (← links)
- Risk-Averse Stochastic Programming: Time Consistency and Optimal Stopping (Q5106377) (← links)
- Epi-Regularization of Risk Measures (Q5119856) (← links)
- DISTORTION RISKMETRICS ON GENERAL SPACES (Q5140082) (← links)
- An Interior-Point Approach for Solving Risk-Averse PDE-Constrained Optimization Problems with Coherent Risk Measures (Q5148402) (← links)
- Risk-Averse Approximate Dynamic Programming with Quantile-Based Risk Measures (Q5219554) (← links)