Pages that link to "Item:Q2031326"
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The following pages link to Multi-stage distributionally robust optimization with risk aversion (Q2031326):
Displaying 10 items.
- On \(q\)-Newton's method for unconstrained multiobjective optimization problems (Q2053032) (← links)
- Data-driven stochastic programming with distributionally robust constraints under Wasserstein distance: asymptotic properties (Q2059163) (← links)
- A simple approximated solution method for solving fractional trust region subproblems of nonlinearly equality constrained optimization (Q2069295) (← links)
- Robust minimum cost consensus model for multicriteria decision-making under uncertain circumstances (Q2073575) (← links)
- A new data-driven robust optimization approach to multi-item newsboy problems (Q2083366) (← links)
- Multi-stage portfolio selection problem with dynamic stochastic dominance constraints (Q2149614) (← links)
- Robust portfolio optimization with respect to spectral risk measures under correlation uncertainty (Q2152585) (← links)
- A block positive-semidefinite splitting preconditioner for generalized saddle point linear systems (Q2306412) (← links)
- A robust multiobjective mathematical model optimizing stock portfolio (Q2676017) (← links)
- The proximal point method with a vectorial Bregman regularization in multiobjective DC programming (Q5034939) (← links)