Pages that link to "Item:Q2492670"
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The following pages link to Convexity and decomposition of mean-risk stochastic programs (Q2492670):
Displaying 50 items.
- Risk measures in stochastic programming and robust optimization problems (Q269131) (← links)
- Medium range optimization of copper extraction planning under uncertainty in future copper prices (Q297027) (← links)
- Risk aversion in multistage stochastic programming: a modeling and algorithmic perspective (Q320900) (← links)
- An SDP approach for multiperiod mixed 0-1 linear programming models with stochastic dominance constraints for risk management (Q337504) (← links)
- An exact algorithm for the maximum probabilistic clique problem (Q405671) (← links)
- Capital rationing problems under uncertainty and risk (Q429488) (← links)
- On air traffic flow management with rerouting. II: Stochastic case (Q439637) (← links)
- Minimizing value-at-risk in single-machine scheduling (Q513548) (← links)
- Detecting large risk-averse 2-clubs in graphs with random edge failures (Q513610) (← links)
- A risk-averse stochastic program for integrated system design and preventive maintenance planning (Q666964) (← links)
- Computational study of decomposition algorithms for mean-risk stochastic linear programs (Q903926) (← links)
- Handling CVaR objectives and constraints in two-stage stochastic models (Q932208) (← links)
- Polymatroids and mean-risk minimization in discrete optimization (Q957370) (← links)
- A two-stage stochastic programming model for transportation network protection (Q960408) (← links)
- A multiobjective metaheuristic for a mean-risk static stochastic knapsack problem (Q989843) (← links)
- SICOpt: Solution approach for nonlinear integer stochastic programming problems (Q1039361) (← links)
- Scenario reduction for stochastic programs with conditional value-at-risk (Q1650782) (← links)
- Scenario cluster Lagrangean decomposition for risk averse in multistage stochastic optimization (Q1652363) (← links)
- Risk-averse formulations and methods for a virtual power plant (Q1652695) (← links)
- A mean-risk mixed integer nonlinear program for transportation network protection (Q1681354) (← links)
- Supply chain network design under uncertainty: a comprehensive review and future research directions (Q1695020) (← links)
- New algorithmic framework for conditional value at risk: application to stochastic fixed-charge transportation (Q1735183) (← links)
- Robust two-stage stochastic linear optimization with risk aversion (Q1752187) (← links)
- Risk-averse two-stage stochastic programming with an application to disaster management (Q1762003) (← links)
- On the time-consistent stochastic dominance risk averse measure for tactical supply chain planning under uncertainty (Q1782185) (← links)
- Risk averse submodular utility maximization (Q1785423) (← links)
- Entropic value-at-risk: a new coherent risk measure (Q1935272) (← links)
- Postoptimality for mean-risk stochastic mixed-integer programs and its application (Q1935908) (← links)
- A risk-averse approach for the planning of a hybrid energy system with conventional hydropower (Q2026961) (← links)
- Constraint generation for risk averse two-stage stochastic programs (Q2028853) (← links)
- Multi-stage distributionally robust optimization with risk aversion (Q2031326) (← links)
- Stage-\(t\) scenario dominance for risk-averse multi-stage stochastic mixed-integer programs (Q2069234) (← links)
- Special issue: Global solution of integer, stochastic and nonconvex optimization problems (Q2097627) (← links)
- Distributionally robust bottleneck combinatorial problems: uncertainty quantification and robust decision making (Q2097653) (← links)
- Two-stage stochastic programming under multivariate risk constraints with an application to humanitarian relief network design (Q2118070) (← links)
- Resource planning strategies for healthcare systems during a pandemic (Q2171558) (← links)
- Convex approximations for two-stage mixed-integer mean-risk recourse models with conditional value-at-risk (Q2189450) (← links)
- A regularized smoothing method for fully parameterized convex problems with applications to convex and nonconvex two-stage stochastic programming (Q2230935) (← links)
- Bilevel cutting-plane algorithm for cardinality-constrained mean-CVaR portfolio optimization (Q2231331) (← links)
- A multiobjective metaheuristic for a mean-risk multistage capacity investment problem (Q2267821) (← links)
- Robust strategies for natural gas procurement (Q2270304) (← links)
- Risk aversion for an electricity retailer with second-order stochastic dominance constraints (Q2271803) (← links)
- Time consistent expected mean-variance in multistage stochastic quadratic optimization: a model and a matheuristic (Q2288876) (← links)
- Cutting plane algorithms for mean-CVaR portfolio optimization with nonconvex transaction costs (Q2355203) (← links)
- Decision tree analysis for a risk averse decision maker: CVaR criterion (Q2356215) (← links)
- Iterative scenario based reduction technique for stochastic optimization using conditional value-at-risk (Q2357205) (← links)
- Perfectly competitive capacity expansion games with risk-averse participants (Q2397828) (← links)
- Lifted polymatroid inequalities for mean-risk optimization with indicator variables (Q2423781) (← links)
- Risk-averse two-stage stochastic programs in furniture plants (Q2454333) (← links)
- Asymptotics of minimax stochastic programs (Q2476823) (← links)
