Pages that link to "Item:Q2355207"
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The following pages link to On distributionally robust multiperiod stochastic optimization (Q2355207):
Displaying 13 items.
- Identifying effective scenarios in distributionally robust stochastic programs with total variation distance (Q1717235) (← links)
- Incorporating statistical model error into the calculation of acceptability prices of contingent claims (Q1739048) (← links)
- The value of the right distribution in stochastic programming with application to a Newsvendor problem (Q2010381) (← links)
- A time-consistent Benders decomposition method for multistage distributionally robust stochastic optimization with a scenario tree structure (Q2028454) (← links)
- The nested Sinkhorn divergence to learn the nested distance (Q2155219) (← links)
- Frameworks and results in distributionally robust optimization (Q2165596) (← links)
- Controlling risk and demand ambiguity in newsvendor models (Q2315639) (← links)
- Closed-form optimal portfolios of distributionally robust mean-CVaR problems with unknown mean and variance (Q2422355) (← links)
- Partially observable multistage stochastic programming (Q2661508) (← links)
- Robust and distributionally robust optimization models for linear support vector machine (Q2676336) (← links)
- Discrete Approximation and Quantification in Distributionally Robust Optimization (Q5219706) (← links)
- A multistage distributionally robust optimization approach to water allocation under climate uncertainty (Q6106506) (← links)
- Multistage stochastic decision problems: approximation by recursive structures and ambiguity modeling (Q6106755) (← links)
