Pages that link to "Item:Q2833103"

The following pages link to Robust Sensitivity Analysis for Stochastic Systems (Q2833103):

Displaying 35 items.

• Learning models with uniform performance via distributionally robust optimization (Q820804) (← links)
• The impact of model risk on dynamic portfolio selection under multi-period mean-standard-deviation criterion (Q1622826) (← links)
• Scalable information inequalities for uncertainty quantification (Q1685620) (← links)
• Asymptotic optimality of the generalized \(c\mu\) rule under model uncertainty (Q2029786) (← links)
• Toward theoretical understandings of robust Markov decision processes: sample complexity and asymptotics (Q2112808) (← links)
• Frameworks and results in distributionally robust optimization (Q2165596) (← links)
• Model risk in mean-variance portfolio selection: an analytic solution to the worst-case approach (Q2231329) (← links)
• Robust quantile estimation under bivariate extreme value models (Q2303024) (← links)
• Robust empirical optimization is almost the same as mean-variance optimization (Q2417186) (← links)
• Variance Regularization in Sequential Bayesian Optimization (Q3387910) (← links)
• Distributionally Robust Optimization with Principal Component Analysis (Q4571880) (← links)
• A Bayesian Risk Approach to Data-driven Stochastic Optimization: Formulations and Asymptotics (Q4641673) (← links)
• Statistics of Robust Optimization: A Generalized Empirical Likelihood Approach (Q4958550) (← links)
• Uncertainty Quantification for Markov Processes via Variational Principles and Functional Inequalities (Q4961000) (← links)
• Robust Analysis in Stochastic Simulation: Computation and Performance Guarantees (Q4971591) (← links)
• Quantification of model uncertainty on path-space<i>via</i>goal-oriented relative entropy (Q5006303) (← links)
• Formulation and properties of a divergence used to compare probability measures without absolute continuity (Q5024347) (← links)
• Calibration of Distributionally Robust Empirical Optimization Models (Q5031650) (← links)
• (Q5054641) (← links)
• Optimal Ergodic Harvesting under Ambiguity (Q5072292) (← links)
• Confidence regions of stochastic variational inequalities: error bound approach (Q5090301) (← links)
• Subsampling to Enhance Efficiency in Input Uncertainty Quantification (Q5095183) (← links)
• Robust Simulation with Likelihood-Ratio Constrained Input Uncertainty (Q5106426) (← links)
• Robustness to Incorrect System Models in Stochastic Control (Q5111064) (← links)
• Asymptotic Analysis of a Multiclass Queueing Control Problem Under Heavy Traffic with Model Uncertainty (Q5113914) (← links)
• Recovering Best Statistical Guarantees via the Empirical Divergence-Based Distributionally Robust Optimization (Q5129181) (← links)
• Optimization-Based Calibration of Simulation Input Models (Q5129200) (← links)
• Quantifying Distributional Model Risk via Optimal Transport (Q5219730) (← links)
• Brownian control problems for a multiclass M/M/1 queueing problem with model uncertainty (Q5219737) (← links)
• Robustness to Incorrect Priors in Partially Observed Stochastic Control (Q5232210) (← links)
• Robust Actuarial Risk Analysis (Q5742897) (← links)
• Distributionally robust portfolio maximization and marginal utility pricing in one period financial markets (Q6054387) (← links)
• Sensitivity of Multiperiod Optimization Problems with Respect to the Adapted Wasserstein Distance (Q6109914) (← links)
• Optimal Dividends Under Model Uncertainty (Q6159080) (← links)
• Minimal Kullback–Leibler Divergence for Constrained Lévy–Itô Processes (Q6202389) (← links)