Pages that link to "Item:Q2413101"

The following pages link to Quadratic two-stage stochastic optimization with coherent measures of risk (Q2413101):

Displaying 9 items.

• Decomposition and discrete approximation methods for solving two-stage distributionally robust optimization problems (Q2026771) (← links)
• A time-consistent Benders decomposition method for multistage distributionally robust stochastic optimization with a scenario tree structure (Q2028454) (← links)
• Robust stochastic optimization with convex risk measures: a discretized subgradient scheme (Q2031316) (← links)
• Frameworks and results in distributionally robust optimization (Q2165596) (← links)
• Time consistent expected mean-variance in multistage stochastic quadratic optimization: a model and a matheuristic (Q2288876) (← links)
• A class of two-stage distributionally robust games (Q2423291) (← links)
• Two-stage mean-risk stochastic mixed integer optimization model for location-allocation problems under uncertain environment (Q2666690) (← links)
• Quantitative Stability and Empirical Approximation of Risk-Averse Models Induced by Two-Stage Stochastic Programs with Full Random Recourse (Q5013389) (← links)
• Scenario decomposable subgradient projection method for two-stage stochastic programming with convex risk measures (Q6138351) (← links)