Pages that link to "Item:Q741144"
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The following pages link to Stochastic programming with multivariate second order stochastic dominance constraints with applications in portfolio optimization (Q741144):
Displayed 5 items.
- A smoothing SAA algorithm for a portfolio choice model based on second-order stochastic dominance measures (Q2190257) (← links)
- Two-Stage Optimization Problems with Multivariate Stochastic Order Constraints (Q2800361) (← links)
- Augmented Lagrangian Methods for Solving Optimization Problems with Stochastic-Order Constraints (Q2957468) (← links)
- Stability Analysis of Optimization Problems with $k$th order stochastic and distributionally robust dominance constraints induced by full random recourse (Q4641665) (← links)
- Distributionally robust optimization with multivariate second-order stochastic dominance constraints with applications in portfolio optimization (Q6132757) (← links)
