Pages that link to "Item:Q959965"

The following pages link to Optimization with multivariate stochastic dominance constraints (Q959965):

Displaying 37 items.

• Cut generation for optimization problems with multivariate risk constraints (Q312669) (← links)
• Bi-objective multi-mode project scheduling under risk aversion (Q319785) (← links)
• Ambiguity in risk preferences in robust stochastic optimization (Q323319) (← links)
• Optimization with a class of multivariate integral stochastic order constraints (Q363558) (← links)
• Numerical methods for stochastic programs with second order dominance constraints with applications to portfolio optimization (Q421765) (← links)
• Sample average approximation of stochastic dominance constrained programs (Q431031) (← links)
• Stochastic programming with multivariate second order stochastic dominance constraints with applications in portfolio optimization (Q741144) (← links)
• An inexact primal-dual algorithm for semi-infinite programming (Q784788) (← links)
• The CoMirror algorithm with random constraint sampling for convex semi-infinite programming (Q828836) (← links)
• Robust stochastic dominance and its application to risk-averse optimization (Q849327) (← links)
• Risk tomography (Q1681334) (← links)
• Robust multicriteria risk-averse stochastic programming models (Q1698287) (← links)
• First-order dominance: stronger characterization and a bivariate checking algorithm (Q1717226) (← links)
• Multistage portfolio optimization with multivariate dominance constraints (Q1722747) (← links)
• Modeling stochastic dominance as infinite-dimensional constraint systems via the Strassen theorem (Q1730821) (← links)
• Robust decision making using a general utility set (Q1750483) (← links)
• A smoothing algorithm for a new two-stage stochastic model of supply chain based on sample average approximation (Q1992874) (← links)
• Two-stage stochastic programming under multivariate risk constraints with an application to humanitarian relief network design (Q2118070) (← links)
• Frameworks and results in distributionally robust optimization (Q2165596) (← links)
• An incremental bundle method for portfolio selection problem under second-order stochastic dominance (Q2200800) (← links)
• An almost robust model for minimizing disruption exposures in supply systems (Q2239898) (← links)
• Stochastically weighted stochastic dominance concepts with an application in capital budgeting (Q2255976) (← links)
• Time consistent expected mean-variance in multistage stochastic quadratic optimization: a model and a matheuristic (Q2288876) (← links)
• Decision-making from a risk assessment perspective for corporate mergers and acquisitions (Q2355199) (← links)
• Aspects of optimization with stochastic dominance (Q2399318) (← links)
• Properties and calculation of multivariate risk measures: MVaR and MCVaR (Q2449353) (← links)
• Two-Stage Optimization Problems with Multivariate Stochastic Order Constraints (Q2800361) (← links)
• Multivariate stochastic dominance for risk averters and risk seekers (Q2826666) (← links)
• Primal-Dual Algorithms for Optimization with Stochastic Dominance (Q2954172) (← links)
• Optimization with Multivariate Stochastic Dominance Constraints (Q2954390) (← 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)
• Optimization with Stochastic Preferences Based on a General Class of Scalarization Functions (Q4969337) (← links)
• Preference Robust Optimization for Choice Functions on the Space of CDFs (Q5087108) (← links)
• Multivariate robust second-order stochastic dominance and resulting risk-averse optimization (Q5239081) (← links)
• A Convex Analytic Approach to Risk-Aware Markov Decision Processes (Q5258943) (← links)
• Stochastic multi-objective optimization: a survey on non-scalarizing methods (Q5963107) (← links)