Pages that link to "Item:Q604268"
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The following pages link to Stochastic optimization problems with CVaR risk measure and their sample average approximation (Q604268):
Displaying 11 items.
- A new algorithm for linearly constrained c-convex vector optimization with a supply chain network risk application (Q319989) (← links)
- A smoothing sample average approximation method for stochastic optimization problems with CVaR risk measure (Q763404) (← links)
- Gradient and Hessian of joint probability function with applications on chance-constrained programs (Q1689060) (← links)
- Simulation methods for robust risk assessment and the distorted mix approach (Q2076947) (← links)
- Two-stage mean-risk stochastic optimization model for port cold storage capacity under pelagic fishery yield uncertainty (Q2137605) (← links)
- Optimal insurance contract specification in the upstream sector of the oil and gas industry (Q2239920) (← links)
- Asymptotic analysis of sample average approximation for stochastic optimization problems with joint chance constraints via conditional value at risk and difference of convex functions (Q2247927) (← links)
- Neural network smoothing approximation method for stochastic variational inequality problems (Q2514678) (← links)
- Quantitative Stability and Empirical Approximation of Risk-Averse Models Induced by Two-Stage Stochastic Programs with Full Random Recourse (Q5013389) (← links)
- CVaR-based optimization of environmental flow via the Markov lift of a mixed moving average process (Q6088563) (← links)
- Sample average approximation of conditional value-at-risk based variational inequalities (Q6191978) (← links)
