Pages that link to "Item:Q322926"

The following pages link to Multi-objective probabilistically constrained programs with variable risk: models for multi-portfolio financial optimization (Q322926):

Displaying 12 items.

• Chance-constrained stochastic programming under variable reliability levels with an application to humanitarian relief network design (Q1652658) (← links)
• Recent advances in the theory and practice of logical analysis of data (Q1711439) (← links)
• Cell-and-bound algorithm for chance constrained programs with discrete distributions (Q1753452) (← links)
• A fractional stochastic integer programming problem for reliability-to-stability ratio in forest harvesting (Q1989738) (← links)
• Bat algorithm assisted by ordinal optimization for solving discrete probabilistic bicriteria optimization problems (Q1997713) (← links)
• Differential equations connecting VaR and CVaR (Q2012604) (← links)
• Recommendation of investment portfolio for peer-to-peer lending with additional consideration of bidding period (Q2171338) (← links)
• Application of robust optimization for a product portfolio problem using an invasive weed optimization algorithm (Q2273117) (← links)
• Solving Chance-Constrained Optimization Problems with Stochastic Quadratic Inequalities (Q2830767) (← links)
• Distributionally Robust Optimization Under a Decision-Dependent Ambiguity Set with Applications to Machine Scheduling and Humanitarian Logistics (Q5085987) (← links)
• Building Load Control Using Distributionally Robust Chance-Constrained Programs with Right-Hand Side Uncertainty and the Risk-Adjustable Variants (Q5087721) (← links)
• Chance-constrained optimization under limited distributional information: a review of reformulations based on sampling and distributional robustness (Q6114933) (← links)