Pages that link to "Item:Q849327"

The following pages link to Robust stochastic dominance and its application to risk-averse optimization (Q849327):

Displaying 28 items.

• On time stochastic dominance induced by mixed integer-linear recourse in multistage stochastic programs (Q320895) (← links)
• Ambiguity in risk preferences in robust stochastic optimization (Q323319) (← links)
• An SDP approach for multiperiod mixed 0-1 linear programming models with stochastic dominance constraints for risk management (Q337504) (← links)
• Optimization with a class of multivariate integral stochastic order constraints (Q363558) (← links)
• Scenario cluster Lagrangean decomposition for risk averse in multistage stochastic optimization (Q1652363) (← links)
• Optimal privatization portfolios in the presence of arbitrary risk aversion (Q1681178) (← links)
• Individual optimal pension allocation under stochastic dominance constraints (Q1703557) (← links)
• Modeling stochastic dominance as infinite-dimensional constraint systems via the Strassen theorem (Q1730821) (← links)
• On risk management of a two-stage stochastic mixed 0-1 model for the closed-loop supply chain design problem (Q1755235) (← links)
• Robustness in stochastic programs with risk constraints (Q1931644) (← links)
• Interval-based stochastic dominance: theoretical framework and application to portfolio choices (Q2070730) (← links)
• Frameworks and results in distributionally robust optimization (Q2165596) (← links)
• On the algorithmic solution of optimization problems subject to probabilistic/robust (probust) constraints (Q2168046) (← links)
• Stochastic dominance tests (Q2177995) (← links)
• Some matheuristic algorithms for multistage stochastic optimization models with endogenous uncertainty and risk management (Q2184057) (← links)
• Portfolio diversification based on stochastic dominance under incomplete probability information (Q2184173) (← links)
• On distributionally robust optimization problems with \(k\)-th order stochastic dominance constraints induced by full random quadratic recourse (Q2208959) (← links)
• Joint model of probabilistic-robust (probust) constraints applied to gas network optimization (Q2244692) (← links)
• Recent advances in robust optimization: an overview (Q2256312) (← links)
• Time consistent expected mean-variance in multistage stochastic quadratic optimization: a model and a matheuristic (Q2288876) (← links)
• General linear formulations of stochastic dominance criteria (Q2355950) (← links)
• Primal-Dual Algorithms for Optimization with Stochastic Dominance (Q2954172) (← 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 Second-Order Stochastic Dominance Constrained Optimization with Wasserstein Ball (Q5080499) (← links)
• Multivariate robust second-order stochastic dominance and resulting risk-averse optimization (Q5239081) (← links)
• Lipschitzian Properties and Stability of a Class of First-Order Stochastic Dominance Constraints (Q5252600) (← links)
• Distributionally robust portfolio optimization with second-order stochastic dominance based on Wasserstein metric (Q6125219) (← links)