Pages that link to "Item:Q476266"

The following pages link to CVaR norm and applications in optimization (Q476266):

Displaying 20 items.

• Two pairs of families of polyhedral norms versus \(\ell _p\)-norms: proximity and applications in optimization (Q263209) (← links)
• CVaR (superquantile) norm: stochastic case (Q320902) (← links)
• Portfolio optimization under loss aversion (Q322671) (← links)
• Detecting large risk-averse 2-clubs in graphs with random edge failures (Q513610) (← links)
• Support vector machines based on convex risk functions and general norms (Q513637) (← links)
• CVaR distance between univariate probability distributions and approximation problems (Q1640043) (← links)
• A fair division approach to humanitarian logistics inspired by conditional value-at-risk (Q1640048) (← links)
• A least squares approach for efficient and reliable short-term versus long-term optimization (Q1702382) (← links)
• DC formulations and algorithms for sparse optimization problems (Q1749449) (← links)
• Individual and cooperative portfolio optimization as linear program (Q2091212) (← links)
• Fitting heavy-tailed mixture models with CVaR constraints (Q2178951) (← links)
• Fairness measures for decision-making and conflict resolution (Q2302377) (← links)
• Nonparametric kernel estimation of CVaR under \(\alpha\)-mixing sequences (Q2306884) (← links)
• Multi-market portfolio optimization with conditional value at risk (Q2670592) (← links)
• Polytopal balls arising in optimization (Q3391332) (← links)
• Cardinality of Upper Average and Its Application to Network Optimization (Q4564778) (← links)
• Nonparametric kernel estimation of expected shortfall under negatively associated sequences (Q5077216) (← links)
• On some inequalities for <i>ψ</i>-mixing sequences and its applications in conditional value-at-risk estimate (Q5078037) (← links)
• (Q5093671) (← links)
• A methodology to estimate the optimal debt ratio when asset returns, and default probability follow stochastic processes (Q6175370) (← links)