Pages that link to "Item:Q1640041"

The following pages link to On the dual representation of coherent risk measures (Q1640041):

Displaying 10 items.

• On coherency and other properties of MAXVAR (Q684042) (← links)
• A time-consistent Benders decomposition method for multistage distributionally robust stochastic optimization with a scenario tree structure (Q2028454) (← links)
• Nonconvex robust programming via value-function optimization (Q2028490) (← links)
• Robust stochastic optimization with convex risk measures: a discretized subgradient scheme (Q2031316) (← links)
• Risk minimization, regret minimization and progressive hedging algorithms (Q2189451) (← links)
• A new interpretation of the progressive hedging algorithm for multistage stochastic minimization problems (Q2190299) (← links)
• A composition between risk and deviation measures (Q2288942) (← links)
• Quadratic two-stage stochastic optimization with coherent measures of risk (Q2413101) (← links)
• Scenario decomposable subgradient projection method for two-stage stochastic programming with convex risk measures (Q6138351) (← links)
• Contractivity of Bellman operator in risk averse dynamic programming with infinite horizon (Q6161899) (← links)