Pages that link to "Item:Q1931644"
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The following pages link to Robustness in stochastic programs with risk constraints (Q1931644):
Displayed 11 items.
- On relations between DEA-risk models and stochastic dominance efficiency tests (Q301149) (← links)
- A remark on multiobjective stochastic optimization via strongly convex functions (Q314598) (← links)
- Ambiguity in risk preferences in robust stochastic optimization (Q323319) (← links)
- Sample approximation technique for mixed-integer stochastic programming problems with several chance constraints (Q439920) (← links)
- Distributionally robust multi-item newsvendor problems with multimodal demand distributions (Q494311) (← links)
- Recent advances in robust optimization: an overview (Q2256312) (← links)
- General linear formulations of stochastic dominance criteria (Q2355950) (← links)
- Sample approximation technique for mixed-integer stochastic programming problems with expected value constraints (Q2448164) (← links)
- Robustness of optimal portfolios under risk and stochastic dominance constraints (Q2514714) (← links)
- (Q2893936) (← links)
- Robustness in SSD portfolio efficiency testing (Q5176363) (← links)