Pages that link to "Item:Q1908531"

The following pages link to Algorithms for the solution of stochastic dynamic minimax problems (Q1908531):

Displaying 18 items.

• Robust portfolio selection based on a multi-stage scenario tree (Q932207) (← links)
• Robust optimal decisions with imprecise forecasts (Q1019992) (← links)
• An implementable SAA nonlinear Lagrange algorithm for constrained minimax stochastic optimization problems (Q1721098) (← links)
• Robust two-stage stochastic linear optimization with risk aversion (Q1752187) (← links)
• Applying the minimax criterion in stochastic recourse programs (Q1771344) (← links)
• Distributionally robust optimization. A review on theory and applications (Q2074636) (← links)
• Distributionally robust resource planning under binomial demand intakes (Q2106736) (← links)
• Frameworks and results in distributionally robust optimization (Q2165596) (← links)
• Scenario-based cuts for structured two-stage stochastic and distributionally robust \(p\)-order conic mixed integer programs (Q2231326) (← links)
• Scenario relaxation algorithm for finite scenario-based min-max regret and min-max relative regret robust optimization (Q2462558) (← links)
• Worst-case robust decisions for multi-period mean-variance portfolio optimization (Q2643927) (← links)
• Convergence Analysis for Distributionally Robust Optimization and Equilibrium Problems (Q2806810) (← links)
• Quantitative Stability Analysis for Distributionally Robust Optimization with Moment Constraints (Q2821799) (← links)
• Adjustable Robust Optimization via Fourier–Motzkin Elimination (Q4971396) (← links)
• Data-driven distributionally robust risk parity portfolio optimization (Q5058398) (← links)
• Stochastic Decomposition Method for Two-Stage Distributionally Robust Linear Optimization (Q5097017) (← links)
• Distributionally Robust Optimization with Infinitely Constrained Ambiguity Sets (Q5129197) (← links)
• Distributionally robust workforce scheduling in call centres with uncertain arrival rates (Q5299909) (← links)