scientific article; zbMATH DE number 3257962

From MaRDI portal
Revision as of 04:28, 7 March 2024 by Import240305080351 (talk | contribs) (Created automatically from import240305080351)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:5543208

zbMath0161.17102MaRDI QIDQ5543208

Jitka Žáčková

Publication date: 1966



Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.




Related Items (61)

Robust combinatorial optimization with variable cost uncertaintyA note on distributionally robust optimization under moment uncertaintyAn approximation framework for two-stage ambiguous stochastic integer programs under mean-MAD informationData-driven distributionally robust risk parity portfolio optimizationAmbiguity in risk preferences in robust stochastic optimizationDistributionally robust optimization with matrix moment constraints: Lagrange duality and cutting plane methodsInvestment evaluation based on the commerical scope. The production of natural gasDistributionally robust fixed interval scheduling on parallel identical machines under uncertain finishing timesTime consistent multi-period worst-case risk measure in robust portfolio selectionAlgorithms for the solution of stochastic dynamic minimax problemsFrameworks and results in distributionally robust optimizationData-Driven Optimization of Reward-Risk Ratio MeasuresMinimax and risk averse multistage stochastic programmingDistributionally robust optimization under endogenous uncertainty with an application in retrofitting planningA framework for optimization under ambiguityDistributionally Robust Stochastic ProgrammingOptimal chance-constrained pension fund management through dynamic stochastic controlRobust and distributionally robust optimization models for linear support vector machineThe minimax principle and random programsOn the safe side of stochastic programming: bounds and approximationsDistributionally robust optimization with polynomial densities: theory, models and algorithmsPrimal-Dual Algorithms for Optimization with Stochastic DominanceClosed-form optimal portfolios of distributionally robust mean-CVaR problems with unknown mean and varianceData-driven distributionally robust risk-averse two-stage stochastic linear programming over Wasserstein ballNota sobre programacion lineal estocastica: Evolucion y estado actual. (I)Optimal insurance under maxmin expected utilityData-Driven Decisions for Problems with an Unspecified Objective FunctionDistributionally robust multi-item newsvendor problems with multimodal demand distributionsA Bayesian Risk Approach to Data-driven Stochastic Optimization: Formulations and AsymptoticsOn two-stage convex chance constrained problemsDistributionally robust simple integer recourseRobust two-stage stochastic linear optimization with risk aversionTime consistent multi-period robust risk measures and portfolio selection models with regime-switchingRectangular Sets of Probability MeasuresThe value of the right distribution in stochastic programming with application to a Newsvendor problemPolyhedral coherent risk measures and optimal portfolios on the reward-risk ratioApplying the minimax criterion in stochastic recourse programsAmbiguous chance constrained problems and robust optimizationWorst-case distribution analysis of stochastic programsRobust sample average approximationTutorial on risk neutral, distributionally robust and risk averse multistage stochastic programmingLikelihood robust optimization for data-driven problemsStochastic programming approach to optimization under uncertaintyGame Theoretical Approach for Reliable Enhanced IndexationConvergence Analysis for Distributionally Robust Optimization and Equilibrium ProblemsRobust Optimization with Ambiguous Stochastic Constraints Under Mean and Dispersion InformationConic Programming Reformulations of Two-Stage Distributionally Robust Linear Programs over Wasserstein BallsAdjustable Robust Optimization via Fourier–Motzkin EliminationA data-driven approach for a class of stochastic dynamic optimization problemsData-driven stochastic programming with distributionally robust constraints under Wasserstein distance: asymptotic propertiesDistributionally robust optimization. A review on theory and applicationsData-driven stochastic optimization for distributional ambiguity with integrated confidence regionRobustness of stochastic programs with endogenous randomness via contaminationRestricted Bayes strategies for convex stochastic programsA distributionally robust perspective on uncertainty quantification and chance constrained programmingDistributionally Robust Inventory Control When Demand Is a MartingaleDistributionally Robust Chance Constrained Geometric OptimizationOn distributionally robust multiperiod stochastic optimizationSpecial issue: topics in stochastic programmingQuantitative stability analysis for minimax distributionally robust risk optimizationProblem-driven scenario generation: an analytical approach for stochastic programs with tail risk measure





This page was built for publication: