The following pages link to (Q5201296):
Displayed 39 items.
- Risk measures and their application to staffing nonstationary service systems (Q323295) (← links)
- Recent progress in random metric theory and its applications to conditional risk measures (Q547405) (← links)
- Coherent risk measures in inventory problems (Q879300) (← links)
- A risk-averse newsvendor with law invariant coherent measures of risk (Q924892) (← links)
- Risk-adjusted probability measures in portfolio optimization with coherent measures of risk (Q930955) (← links)
- Worst case portfolio vectors and diversification effects (Q1761436) (← links)
- Risk-averse two-stage stochastic programming with an application to disaster management (Q1762003) (← links)
- Log-robust portfolio management with parameter ambiguity (Q1789607) (← links)
- Scenario decomposition of risk-averse multistage stochastic programming problems (Q1931651) (← links)
- Convex risk measures on Orlicz spaces: inf-convolution and shortfall (Q1932533) (← links)
- A new scalable algorithm for computational optimal control under uncertainty (Q2125017) (← links)
- Frameworks and results in distributionally robust optimization (Q2165596) (← links)
- On tight bounds for function approximation error in risk-sensitive reinforcement learning (Q2243003) (← links)
- Decision tree analysis for a risk averse decision maker: CVaR criterion (Q2356215) (← links)
- On the influence of robustness measures on shape optimization with stochastic uncertainties (Q2357894) (← links)
- On the Lebesgue property of monotone convex functions (Q2452153) (← links)
- Ambiguous chance constrained problems and robust optimization (Q2492682) (← links)
- Reverse logistics network design and planning utilizing conditional value at risk (Q2514880) (← links)
- Convex risk measures for portfolio optimization and concepts of flexibility (Q2576735) (← links)
- Time-Consistent Decisions and Temporal Decomposition of Coherent Risk Functionals (Q2806826) (← links)
- Multilevel Optimization Modeling for Risk-Averse Stochastic Programming (Q2806871) (← links)
- Additive Consistency of Risk Measures and Its Application to Risk-Averse Routing in Networks (Q2833115) (← links)
- Computational Methods for Risk-Averse Undiscounted Transient Markov Models (Q2875608) (← links)
- RISK MEASURES ON ORLICZ HEARTS (Q3393968) (← links)
- Tight Approximations of Dynamic Risk Measures (Q3449453) (← links)
- Portfolio Optimization with Quasiconvex Risk Measures (Q3465947) (← links)
- A Scenario Decomposition Algorithm for Stochastic Programming Problems with a Class of Downside Risk Measures (Q3466784) (← links)
- (Q3604336) (← links)
- A Measure Approximation for Distributionally Robust PDE-Constrained Optimization Problems (Q4602349) (← links)
- Optimization with Stochastic Preferences Based on a General Class of Scalarization Functions (Q4969337) (← links)
- An Approximation Scheme for Distributionally Robust PDE-Constrained Optimization (Q5081087) (← links)
- Gain-loss pricing under ambiguity of measure (Q5189212) (← links)
- Liquidity, Risk Measures, and Concentration of Measure (Q5219672) (← links)
- Robust Portfolio Choice and Indifference Valuation (Q5247614) (← links)
- Rectangular Sets of Probability Measures (Q5740228) (← links)
- Risk-Averse PDE-Constrained Optimization Using the Conditional Value-At-Risk (Q5743613) (← links)
- Learning with risks based on M-location (Q6097134) (← links)
- Bowley vs. Pareto optima in reinsurance contracting (Q6106993) (← links)
- An elementary proof of the dual representation of expected shortfall (Q6146112) (← links)