Pages that link to "Item:Q263197"

The following pages link to Generalized Gauss inequalities via semidefinite programming (Q263197):

Displaying 14 items.

• Data-driven chance constrained stochastic program (Q304243) (← links)
• Minimax linear estimation with the probability criterion under unimodal noise and bounded parameters (Q828092) (← links)
• Ambiguous risk constraints with moment and unimodality information (Q1717225) (← links)
• Distributionally robust expectation inequalities for structured distributions (Q1717228) (← links)
• Distributionally robust optimization. A review on theory and applications (Q2074636) (← links)
• A multivariate Chebyshev bound of the Selberg form (Q2081114) (← links)
• Bootstrap robust prescriptive analytics (Q2089765) (← links)
• Frameworks and results in distributionally robust optimization (Q2165596) (← links)
• Distributionally robust optimization with polynomial densities: theory, models and algorithms (Q2189441) (← links)
• Two-sided probability bound for a symmetric unimodal random variable (Q2290386) (← links)
• A distributionally robust perspective on uncertainty quantification and chance constrained programming (Q2349116) (← links)
• Distributionally robust chance constraint with unimodality-skewness information and conic reformulation (Q2670497) (← links)
• Tight tail probability bounds for distribution-free decision making (Q2670527) (← links)
• A modified exchange algorithm for distributional robust optimization and applications in risk management (Q6092503) (← links)