Pages that link to "Item:Q2957978"
From MaRDI portal
The following pages link to Weak Continuity of Risk Functionals with Applications to Stochastic Programming (Q2957978):
Displaying 7 items.
- A note on stability for risk-averse stochastic complementarity problems (Q511981) (← links)
- Statistical robustness of two-stage stochastic variational inequalities (Q2091213) (← links)
- Insurance premium-based shortfall risk measure induced by cumulative prospect theory (Q2109017) (← links)
- Statistical robustness in utility preference robust optimization models (Q2235161) (← links)
- On risk-averse stochastic semidefinite programs with continuous recourse (Q2296250) (← links)
- A concept of copula robustness and its applications in quantitative risk management (Q2675816) (← links)
- Data perturbations in stochastic generalized equations: statistical robustness in static and sample average approximated models (Q6052056) (← links)