Pages that link to "Item:Q1931644"

The following pages link to Robustness in stochastic programs with risk constraints (Q1931644):

Displaying 18 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)
• Robust portfolio optimization: a categorized bibliographic review (Q827129) (← links)
• Multi-stage emissions management of a steel company (Q827145) (← links)
• Robustness-based approach for fuzzy multi-objective problems (Q828867) (← links)
• Optimal privatization portfolios in the presence of arbitrary risk aversion (Q1681178) (← links)
• Individual optimal pension allocation under stochastic dominance constraints (Q1703557) (← links)
• Robustness of stochastic programs with endogenous randomness via contamination (Q2103025) (← links)
• A decision-dependent randomness stochastic program for asset-liability management model with a pricing decision (Q2241064) (← links)
• Pension fund management with investment certificates and stochastic dominance (Q2241065) (← 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)