Pages that link to "Item:Q431031"

The following pages link to Sample average approximation of stochastic dominance constrained programs (Q431031):

Displaying 32 items.

• Optimal path problems with second-order stochastic dominance constraints (Q264233) (← links)
• Cut generation for optimization problems with multivariate risk constraints (Q312669) (← links)
• Ambiguity in risk preferences in robust stochastic optimization (Q323319) (← links)
• Optimization with a class of multivariate integral stochastic order constraints (Q363558) (← links)
• An approximation scheme for stochastic programs with second order dominance constraints (Q501509) (← links)
• Stochastic programming with multivariate second order stochastic dominance constraints with applications in portfolio optimization (Q741144) (← links)
• An inexact primal-dual algorithm for semi-infinite programming (Q784788) (← links)
• The CoMirror algorithm with random constraint sampling for convex semi-infinite programming (Q828836) (← links)
• Biogeography-based optimization of the portfolio optimization problem with second order stochastic dominance constraints (Q1657073) (← links)
• Robust multicriteria risk-averse stochastic programming models (Q1698287) (← links)
• Modeling stochastic dominance as infinite-dimensional constraint systems via the Strassen theorem (Q1730821) (← links)
• Robust decision making using a general utility set (Q1750483) (← links)
• Two-stage stochastic programming under multivariate risk constraints with an application to humanitarian relief network design (Q2118070) (← links)
• Multi-stage portfolio selection problem with dynamic stochastic dominance constraints (Q2149614) (← links)
• Frameworks and results in distributionally robust optimization (Q2165596) (← 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)
• Portfolio optimization with relaxation of stochastic second order dominance constraints via conditional value at risk (Q2244232) (← links)
• Stochastically weighted stochastic dominance concepts with an application in capital budgeting (Q2255976) (← links)
• Aspects of optimization with stochastic dominance (Q2399318) (← 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)
• Two-Stage Optimization Problems with Multivariate Stochastic Order Constraints (Q2800361) (← links)
• Semicontinuity and convergence for vector optimization problems with approximate equilibrium constraints (Q2817221) (← links)
• Multivariate stochastic dominance for risk averters and risk seekers (Q2826666) (← links)
• A SMOOTHING PENALIZED SAMPLE AVERAGE APPROXIMATION METHOD FOR STOCHASTIC PROGRAMS WITH SECOND-ORDER STOCHASTIC DOMINANCE CONSTRAINTS (Q2846481) (← links)
• Primal-Dual Algorithms for Optimization with Stochastic Dominance (Q2954172) (← links)
• Optimization with Multivariate Stochastic Dominance Constraints (Q2954390) (← links)
• Augmented Lagrangian Methods for Solving Optimization Problems with Stochastic-Order Constraints (Q2957468) (← links)
• Optimization with Stochastic Preferences Based on a General Class of Scalarization Functions (Q4969337) (← links)
• Overlapping Batches for the Assessment of Solution Quality in Stochastic Programs (Q5270742) (← links)
• A smoothing projected HS method for solving stochastic tensor complementarity problem (Q6046866) (← links)