Pages that link to "Item:Q1926691"
From MaRDI portal
The following pages link to Minimax and risk averse multistage stochastic programming (Q1926691):
Displaying 29 items.
- Building up time-consistency for risk measures and dynamic optimization (Q320898) (← links)
- Risk aversion in multistage stochastic programming: a modeling and algorithmic perspective (Q320900) (← links)
- The optimal harvesting problem under price uncertainty (Q490173) (← links)
- A unified framework for stochastic optimization (Q1719609) (← links)
- An implementable SAA nonlinear Lagrange algorithm for constrained minimax stochastic optimization problems (Q1721098) (← links)
- A look at the past and present of optimization - an editorial (Q1926685) (← links)
- Time (in)consistency of multistage distributionally robust inventory models with moment constraints (Q2029289) (← links)
- Risk-averse autonomous systems: a brief history and recent developments from the perspective of optimal control (Q2082497) (← links)
- Distributionally robust modeling of optimal control (Q2084037) (← links)
- Frameworks and results in distributionally robust optimization (Q2165596) (← links)
- Minimal representation of insurance prices (Q2347070) (← links)
- Stochastic dual dynamic integer programming (Q2414913) (← links)
- Structure of risk-averse multistage stochastic programs (Q2516634) (← links)
- Constructing branching trees of geostatistical simulations (Q2676486) (← links)
- Two-Stage Stochastic Optimization Meets Two-Scale Simulation (Q2945486) (← links)
- Tight Approximations of Dynamic Risk Measures (Q3449453) (← links)
- Discrete-time mean field games with risk-averse agents (Q4999567) (← links)
- Effective Scenarios in Multistage Distributionally Robust Optimization with a Focus on Total Variation Distance (Q5093650) (← links)
- Risk-Averse Stochastic Programming: Time Consistency and Optimal Stopping (Q5106377) (← links)
- Parallel Scenario Decomposition of Risk-Averse 0-1 Stochastic Programs (Q5131712) (← links)
- Discrete Approximation and Quantification in Distributionally Robust Optimization (Q5219706) (← links)
- Budget-constrained optimal reinsurance design under coherent risk measures (Q5242227) (← links)
- Rectangular Sets of Probability Measures (Q5740228) (← links)
- Distributionally Robust Inventory Control When Demand Is a Martingale (Q5868962) (← links)
- Minimax decision rules for planning under uncertainty: drawbacks and remedies (Q6096607) (← links)
- A two-stage robust approach for minimizing the weighted number of tardy jobs with objective uncertainty (Q6103748) (← links)
- Dual SDDP for risk-averse multistage stochastic programs (Q6106548) (← links)
- Bounds for Multistage Mixed-Integer Distributionally Robust Optimization (Q6202764) (← links)
- Markov decision processes with risk-sensitive criteria: an overview (Q6540475) (← links)
