Pages that link to "Item:Q421765"

The following pages link to Numerical methods for stochastic programs with second order dominance constraints with applications to portfolio optimization (Q421765):

Displaying 16 items.

• On relations between DEA-risk models and stochastic dominance efficiency tests (Q301149) (← links)
• Standard stochastic dominance (Q320827) (← links)
• On time stochastic dominance induced by mixed integer-linear recourse in multistage stochastic programs (Q320895) (← links)
• Stochastic programming with multivariate second order stochastic dominance constraints with applications in portfolio optimization (Q741144) (← links)
• Biogeography-based optimization of the portfolio optimization problem with second order stochastic dominance constraints (Q1657073) (← links)
• A review on ambiguity in stochastic portfolio optimization (Q1711083) (← links)
• Higher-degree stochastic dominance optimality and efficiency (Q1753649) (← links)
• Multi-stage portfolio selection problem with dynamic stochastic dominance constraints (Q2149614) (← links)
• A smoothing SAA algorithm for a portfolio choice model based on second-order stochastic dominance measures (Q2190257) (← links)
• An incremental bundle method for portfolio selection problem under second-order stochastic dominance (Q2200800) (← links)
• Exact penalization in stochastic programming -- calmness and constraint qualification (Q2260525) (← links)
• On relations between chance constrained and penalty function problems under discrete distributions (Q2392789) (← links)
• Stability analysis of stochastic programs with second order dominance constraints (Q2434984) (← links)
• Convergence analysis of stationary points in sample average approximation of stochastic programs with second order stochastic dominance constraints (Q2436650) (← links)
• Sample approximation technique for mixed-integer stochastic programming problems with expected value constraints (Q2448164) (← links)
• A SMOOTHING PENALIZED SAMPLE AVERAGE APPROXIMATION METHOD FOR STOCHASTIC PROGRAMS WITH SECOND-ORDER STOCHASTIC DOMINANCE CONSTRAINTS (Q2846481) (← links)