Pages that link to "Item:Q681495"
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The following pages link to Wait-and-judge scenario optimization (Q681495):
Displaying 10 items.
- Ergodic approach to robust optimization and infinite programming problems (Q2045190) (← links)
- A theory of the risk for empirical CVaR with application to portfolio selection (Q2070025) (← links)
- Probabilistic feasibility guarantees for solution sets to uncertain variational inequalities (Q2071967) (← links)
- Special issue: topics in stochastic programming (Q2118069) (← links)
- Risk and complexity in scenario optimization (Q2118077) (← links)
- On the quantification of aleatory and epistemic uncertainty using sliced-normal distributions (Q2278545) (← links)
- A randomized relaxation method to ensure feasibility in stochastic control of linear systems subject to state and input constraints (Q2307539) (← links)
- The wait-and-judge scenario approach applied to antenna array design (Q2320467) (← links)
- On the probabilistic feasibility of solutions in multi-agent optimization problems under uncertainty (Q2667503) (← links)
- On Conditional Risk Assessments in Scenario Optimization (Q6155877) (← links)
