Pages that link to "Item:Q5085482"
From MaRDI portal
The following pages link to Data-Driven Optimization of Reward-Risk Ratio Measures (Q5085482):
Displaying 6 items.
- A review on ambiguity in stochastic portfolio optimization (Q1711083) (← links)
- Frameworks and results in distributionally robust optimization (Q2165596) (← links)
- Partition-based distributionally robust optimization via optimal transport with order cone constraints (Q2168780) (← links)
- Distributionally robust chance constrained SVM model with \(\ell_2\)-Wasserstein distance (Q2691209) (← links)
- Portfolio Optimization within a Wasserstein Ball (Q6091091) (← links)
- A distributionally robust chance-constrained model for humanitarian relief network design (Q6201536) (← links)