Pages that link to "Item:Q3026758"

The following pages link to Penalty Functions and Duality in Stochastic Programming Via ϕ-Divergence Functionals (Q3026758):

Displaying 30 items.

• Optimal stopping under model uncertainty: randomized stopping times approach (Q292928) (← links)
• Probabilistic sophistication, second order stochastic dominance and uncertainty aversion (Q455916) (← links)
• On a class of law invariant convex risk measures (Q483720) (← links)
• The generalized cross entropy method, with applications to probability density estimation (Q631482) (← links)
• Dual characterization of properties of risk measures on Orlicz hearts (Q841649) (← links)
• Semi-iterative minimum cross-entropy algorithms for rare-events, counting, combinatorial and integer programming (Q931381) (← links)
• Certainty equivalents and information measures: Duality and extremal principles (Q1177028) (← links)
• Stochastic programming with random processes (Q1178433) (← links)
• On the pervasiveness of difference-convexity in optimization and statistics (Q1739035) (← links)
• Infinite-dimensional divergence information analysis (Q2087076) (← links)
• Nonparametric kernel estimation of CVaR under \(\alpha\)-mixing sequences (Q2306884) (← links)
• Optimal investments for risk- and ambiguity-averse preferences: a duality approach (Q2463705) (← links)
• Large deviations bounds for estimating conditional value-at-risk (Q2467442) (← links)
• Robust optimal risk sharing and risk premia in expanding pools (Q2520446) (← links)
• Equilibrium Pricing in Incomplete Markets Under Translation Invariant Preferences (Q2800369) (← links)
• THE MINIMAL κ-ENTROPY MARTINGALE MEASURE (Q3166715) (← links)
• RISK MEASURES ON ORLICZ HEARTS (Q3393968) (← links)
• Exact penalty functions in single-stage stochastic programming¹ (Q3970361) (← links)
• Distributionally Robust Stochastic Programming (Q4588857) (← links)
• Robustness in the Optimization of Risk Measures (Q5031002) (← links)
• Optimal Stopping Under Uncertainty in Drift and Jump Intensity (Q5219694) (← links)
• Estimation of Individualized Decision Rules Based on an Optimized Covariate-Dependent Equivalent of Random Outcomes (Q5234282) (← links)
• Robust Portfolio Choice and Indifference Valuation (Q5247614) (← links)
• Distributionally robust stochastic variational inequalities (Q6044981) (← links)
• A distributionally ambiguous two-stage stochastic approach for investment in renewable generation (Q6046312) (← links)
• Risk-averse stochastic optimal control: an efficiently computable statistical upper bound (Q6047690) (← links)
• Preference robust state-dependent distortion risk measure on act space and its application in optimal decision making (Q6060555) (← links)
• Bayesian Distributionally Robust Optimization (Q6114785) (← links)
• Scenario decomposable subgradient projection method for two-stage stochastic programming with convex risk measures (Q6138351) (← links)
• Bayesian Stochastic Gradient Descent for Stochastic Optimization with Streaming Input Data (Q6188508) (← links)