Pages that link to "Item:Q4969337"

The following pages link to Optimization with Stochastic Preferences Based on a General Class of Scalarization Functions (Q4969337):

Displayed 11 items.

• 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)
• Data-driven stochastic programming with distributionally robust constraints under Wasserstein distance: asymptotic properties (Q2059163) ‎ (← links)
• Interval-based stochastic dominance: theoretical framework and application to portfolio choices (Q2070730) ‎ (← links)
• Two-stage stochastic programming under multivariate risk constraints with an application to humanitarian relief network design (Q2118070) ‎ (← links)
• Vector-valued multivariate conditional value-at-risk (Q2417154) ‎ (← links)
• Distributionally Robust Second-Order Stochastic Dominance Constrained Optimization with Wasserstein Ball (Q5080499) ‎ (← links)
• Preference Robust Optimization for Choice Functions on the Space of CDFs (Q5087108) ‎ (← links)
• Multivariate robust second-order stochastic dominance and resulting risk-averse optimization (Q5239081) ‎ (← links)
• Conditional value‐at‐risk beyond finance: a survey (Q6090467) ‎ (← links)
• Distributionally robust optimization with multivariate second-order stochastic dominance constraints with applications in portfolio optimization (Q6132757) ‎ (← links)