Pages that link to "Item:Q3098315"
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The following pages link to A Soft Robust Model for Optimization Under Ambiguity (Q3098315):
Displaying 45 items.
- Risk measures in stochastic programming and robust optimization problems (Q269131) (← links)
- Decision analysis under ambiguity (Q319465) (← links)
- Ambiguity in risk preferences in robust stochastic optimization (Q323319) (← links)
- A robust optimization approach to dispatching technicians under stochastic service times (Q375999) (← links)
- Scenario-based portfolio selection of investment projects with incomplete probability and utility information (Q439347) (← links)
- Generalized light robustness and the trade-off between robustness and nominal quality (Q471020) (← links)
- Stochastic linear programming with a distortion risk constraint (Q480777) (← links)
- Almost robust discrete optimization (Q666949) (← links)
- Recent advancements in robust optimization for investment management (Q1621905) (← links)
- A largest empty hypersphere metaheuristic for robust optimisation with implementation uncertainty (Q1634054) (← links)
- Uncertainty-safe large scale support vector machines (Q1658451) (← links)
- Complexity of strict robust integer minimum cost flow problems: an overview and further results (Q1725614) (← links)
- Large-scale unit commitment under uncertainty: an updated literature survey (Q1730531) (← links)
- Robust bilateral trade with discrete types (Q1731822) (← links)
- Robust reinsurance contracts with uncertainty about jump risk (Q1754197) (← links)
- Robust binary optimization using a safe tractable approximation (Q1785400) (← links)
- Portfolio selection under model uncertainty: a penalized moment-based optimization approach (Q1955553) (← links)
- Data-driven stochastic optimization for distributional ambiguity with integrated confidence region (Q2079685) (← links)
- Frameworks and results in distributionally robust optimization (Q2165596) (← links)
- Robust portfolio decision analysis: an application to the energy research and development portfolio problem (Q2178144) (← links)
- Robust trade-off portfolio selection (Q2218875) (← links)
- Robust inventory management with multiple supply sources (Q2239889) (← links)
- A survey of decision making and optimization under uncertainty (Q2241216) (← links)
- Distributionally robust chance constrained problems under general moments information (Q2244249) (← links)
- Recent advances in robust optimization: an overview (Q2256312) (← links)
- Maximum excess dominance: identifying impractical solutions in linear problems with interval coefficients (Q2282559) (← links)
- Decision making in multiobjective optimization problems under uncertainty: balancing between robustness and quality (Q2284639) (← links)
- Large-scale unit commitment under uncertainty (Q2351161) (← links)
- Robust nonlinear optimization with conic representable uncertainty set (Q2355077) (← links)
- Robust and reliable portfolio optimization formulation of a chance constrained problem (Q2360112) (← links)
- Inseparable robust reward-risk optimization models with distribution uncertainty (Q2396920) (← links)
- Distributions with maximum spread subject to Wasserstein distance constraints (Q2422610) (← links)
- Multistage robust discrete optimization via quantified integer programming (Q2669532) (← links)
- An exact algorithm for linear integer programming problems with distributionally robust chance constraints (Q2698584) (← links)
- Risk-Averse Two-Stage Stochastic Program with Distributional Ambiguity (Q4971569) (← links)
- Robust Simulation with Likelihood-Ratio Constrained Input Uncertainty (Q5106426) (← links)
- Reducing Conservatism in Robust Optimization (Q5148195) (← links)
- Optimal Stopping Under Uncertainty in Drift and Jump Intensity (Q5219694) (← links)
- Measures of Residual Risk with Connections to Regression, Risk Tracking, Surrogate Models, and Ambiguity (Q5258948) (← links)
- Semidefinite Programming For Chance Constrained Optimization Over Semialgebraic Sets (Q5501233) (← links)
- Robust portfolio asset allocation and risk measures (Q5919995) (← links)
- Distributionally robust chance constraints for non-linear uncertainties (Q5962718) (← links)
- Robustness for uncertain multi-objective optimization: a survey and analysis of different concepts (Q5964853) (← links)
- Portfolio selection under uncertainty: a new methodology for computing relative‐robust solutions (Q6070503) (← links)
- Balancing the profit and capacity under uncertainties: a target‐based distributionally robust knapsack problem (Q6091423) (← links)
