Pages that link to "Item:Q2555349"

The following pages link to On sharpness of Tchebycheff-type inequalities (Q2555349):

Displaying 33 items.

• Generalized Gauss inequalities via semidefinite programming (Q263197) (← links)
• On the relationship between the discrete and continuous bounding moment problems and their numerical solutions (Q271981) (← links)
• The worst-case discounted regret portfolio optimization problem (Q274372) (← links)
• The value of side information in network flow optimization (Q450702) (← links)
• On reduced semidefinite programs for second order moment bounds with applications (Q507337) (← links)
• Worst case risk measurement: back to the future? (Q654815) (← links)
• A semidefinite programming approach to the generalized problem of moments (Q995783) (← links)
• Sharp distribution free lower bounds for spread options and the corresponding optimal subreplicating portfolios (Q1003813) (← links)
• A vehicle routing problem with distribution uncertainty in deadlines (Q2030574) (← links)
• Distributionally robust optimization. A review on theory and applications (Q2074636) (← links)
• Tight bounds for a class of data-driven distributionally robust risk measures (Q2115129) (← links)
• Frameworks and results in distributionally robust optimization (Q2165596) (← links)
• Distributionally robust chance constrained problems under general moments information (Q2244249) (← links)
• A new approach for worst-case regret portfolio optimization problem (Q2321628) (← links)
• Environmental game modeling with uncertainties (Q2321654) (← links)
• Routing optimization with time windows under uncertainty (Q2414906) (← links)
• Computing best bounds for nonlinear risk measures with partial information (Q2442516) (← links)
• Inequalities of the type of Chebyshev and Cramer-Rao and mathematical programming (Q2521466) (← links)
• Tight tail probability bounds for distribution-free decision making (Q2670527) (← links)
• Multi-label learning via minimax probability machine (Q2671743) (← links)
• On the multistage shortest path problem under distributional uncertainty (Q2697006) (← links)
• TRACTABLE ROBUST EXPECTED UTILITY AND RISK MODELS FOR PORTFOLIO OPTIMIZATION (Q3161743) (← links)
• TIGHT BOUNDS ON EXPECTED ORDER STATISTICS (Q3422741) (← links)
• Distributionally Robust Optimization with Principal Component Analysis (Q4571880) (← links)
• Minimax analysis of stochastic problems (Q4709737) (← links)
• Robust Optimization with Ambiguous Stochastic Constraints Under Mean and Dispersion Information (Q4971381) (← links)
• Distributionally Robust Optimization with Infinitely Constrained Ambiguity Sets (Q5129197) (← links)
• Chebyshev Inequalities for Products of Random Variables (Q5219675) (← links)
• Robust Wasserstein profile inference and applications to machine learning (Q5235055) (← links)
• A MEAN–VARIANCE BOUND FOR A THREE-PIECE LINEAR FUNCTION (Q5433642) (← links)
• Convex Optimal Uncertainty Quantification (Q5501231) (← links)
• Maximizing the expected range from dependent observations under mean–variance information (Q5739685) (← links)
• A new distributionally robust reward-risk model for portfolio optimization (Q6595260) (← links)