Pages that link to "Item:Q2434984"

The following pages link to Stability analysis of stochastic programs with second order dominance constraints (Q2434984):

Displayed 18 items.

• An approximation scheme for stochastic programs with second order dominance constraints (Q501509) ‎ (← links)
• Optimal privatization portfolios in the presence of arbitrary risk aversion (Q1681178) ‎ (← links)
• Penalized sample average approximation methods for stochastic programs in economic and secure dispatch of a power system (Q1789576) ‎ (← links)
• Data-driven stochastic programming with distributionally robust constraints under Wasserstein distance: asymptotic properties (Q2059163) ‎ (← links)
• Quantitative stability analysis for minimax distributionally robust risk optimization (Q2118071) ‎ (← links)
• Stochastic dominance tests (Q2177995) ‎ (← links)
• A smoothing SAA algorithm for a portfolio choice model based on second-order stochastic dominance measures (Q2190257) ‎ (← links)
• On distributionally robust optimization problems with \(k\)-th order stochastic dominance constraints induced by full random quadratic recourse (Q2208959) ‎ (← links)
• Statistical robustness in utility preference robust optimization models (Q2235161) ‎ (← links)
• Portfolio optimization with relaxation of stochastic second order dominance constraints via conditional value at risk (Q2244232) ‎ (← links)
• General linear formulations of stochastic dominance criteria (Q2355950) ‎ (← links)
• Convergence Analysis for Distributionally Robust Optimization and Equilibrium Problems (Q2806810) ‎ (← links)
• Stability Analysis of Optimization Problems with $k$th order stochastic and distributionally robust dominance constraints induced by full random recourse (Q4641665) ‎ (← links)
• Quantitative Stability and Empirical Approximation of Risk-Averse Models Induced by Two-Stage Stochastic Programs with Full Random Recourse (Q5013389) ‎ (← links)
• Quantitative Stability Analysis of Two-Stage Stochastic Linear Programs with Full Random Recourse (Q5238078) ‎ (← links)
• Lipschitzian Properties and Stability of a Class of First-Order Stochastic Dominance Constraints (Q5252600) ‎ (← links)
• Stability and Continuity in Robust Optimization (Q5737730) ‎ (← links)
• Robust weighted expected residual minimization formulation for stochastic vector variational inequalities (Q5743300) ‎ (← links)