Pages that link to "Item:Q3028727"
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The following pages link to Expected Utility, Penalty Functions, and Duality in Stochastic Nonlinear Programming (Q3028727):
Displayed 24 items.
- Parametric multi-attribute utility functions for optimal profit under risk constraints (Q430155) (← links)
- Probabilistic sophistication, second order stochastic dominance and uncertainty aversion (Q455916) (← links)
- Introduction to convex optimization in financial markets (Q715237) (← links)
- Risk optimization with \(p\)-order conic constraints: a linear programming approach (Q1038319) (← links)
- Symmetric QP and linear programming under primal-dual uncertainty (Q1099786) (← links)
- Portfolio theory for the recourse certainty equivalent maximizing investor (Q1176861) (← links)
- Certainty equivalents and information measures: Duality and extremal principles (Q1177028) (← links)
- A recourse certainty equivalent for decisions under uncertainty (Q1178430) (← links)
- Measuring production with random inputs and outputs using DEA and certainty equivalent (Q1303743) (← links)
- Duality and equilibrium prices in economics of uncertainty (Q1366319) (← links)
- Looking for appropriate qualification conditions for subdifferential formulae and dual representations for convex risk measures (Q1935901) (← links)
- Decreasing the sensitivity of open-loop optimal solutions in decision making under uncertainty (Q1969865) (← links)
- Decision-making from a risk assessment perspective for corporate mergers and acquisitions (Q2355199) (← links)
- Convex risk minimization via proximal splitting methods (Q2355313) (← links)
- Properties and calculation of multivariate risk measures: MVaR and MCVaR (Q2449353) (← 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)
- Dynamic assessment indices (Q2803410) (← links)
- TRACTABLE ROBUST EXPECTED UTILITY AND RISK MODELS FOR PORTFOLIO OPTIMIZATION (Q3161743) (← links)
- RISK MEASURES ON ORLICZ HEARTS (Q3393968) (← links)
- Risk Trading and Endogenous Probabilities in Investment Equilibria (Q3461988) (← links)
- Exact penalty functions in single-stage stochastic programming<sup>1</sup> (Q3970361) (← links)
- Higher moment coherent risk measures (Q5423190) (← links)