Pages that link to "Item:Q2832107"
From MaRDI portal
The following pages link to Computationally Tractable Counterparts of Distributionally Robust Constraints on Risk Measures (Q2832107):
Displaying 22 items.
- An analytical study of norms and Banach spaces induced by the entropic value-at-risk (Q1687378) (← links)
- Distortion risk measures, ROC curves, and distortion divergence (Q1688727) (← links)
- Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations (Q1785197) (← links)
- Worst-case analysis of Gini mean difference safety measure (Q1983716) (← links)
- Portfolio optimization with entropic value-at-risk (Q2001477) (← links)
- Data-driven distributionally robust chance-constrained optimization with Wasserstein metric (Q2022288) (← links)
- KDE distributionally robust portfolio optimization with higher moment coherent risk (Q2070731) (← links)
- Distributionally robust optimization. A review on theory and applications (Q2074636) (← links)
- Bootstrap robust prescriptive analytics (Q2089765) (← links)
- Kernel density estimation based distributionally robust mean-CVaR portfolio optimization (Q2089892) (← links)
- Robustness of stochastic programs with endogenous randomness via contamination (Q2103025) (← links)
- Distributionally-robust machine learning using locally differentially-private data (Q2128767) (← links)
- A stochastic subgradient method for distributionally robust non-convex and non-smooth learning (Q2159458) (← links)
- Frameworks and results in distributionally robust optimization (Q2165596) (← links)
- Derivative-free robust optimization by outer approximations (Q2288189) (← links)
- Robust Optimization with Ambiguous Stochastic Constraints Under Mean and Dispersion Information (Q4971381) (← links)
- Distributionally robust portfolio optimization with linearized STARR performance measure (Q5068074) (← links)
- Data-Driven Optimization of Reward-Risk Ratio Measures (Q5085482) (← links)
- Distributionally Robust Optimization Under a Decision-Dependent Ambiguity Set with Applications to Machine Scheduling and Humanitarian Logistics (Q5085987) (← links)
- A survey of nonlinear robust optimization (Q5882395) (← links)
- A distributionally ambiguous two-stage stochastic approach for investment in renewable generation (Q6046312) (← links)
- Two-stage international portfolio models with higher moment risk measures (Q6109573) (← links)
