Pages that link to "Item:Q3100415"
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The following pages link to Worst-Case Conditional Value-at-Risk with Application to Robust Portfolio Management (Q3100415):
Displaying 5 items.
- Optimizing (\(s, S\)) policies for multi-period inventory models with demand distribution uncertainty: robust dynamic programing approaches (Q1753637) (← links)
- Recent advances in robust optimization: an overview (Q2256312) (← links)
- Distributionally robust return-risk optimization models and their applications (Q2336705) (← links)
- Technical Note—Closed-Form Solutions for Worst-Case Law Invariant Risk Measures with Application to Robust Portfolio Optimization (Q5131536) (← links)
- Multi-Loss WCVaR Risk Decision Optimization Based On Weight for Centralized Supply Problem of Direct Chain Enterprises (Q5384749) (← links)
