Pages that link to "Item:Q3577837"
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The following pages link to A difference of convex formulation of value-at-risk constrained optimization (Q3577837):
Displaying 13 items.
- Nonlinear chance constrained problems: optimality conditions, regularization and solvers (Q306384) (← links)
- VaR as the CVaR sensitivity: applications in risk optimization (Q313597) (← links)
- On reducing a quantile optimization problem with discrete distribution to a mixed integer programming problem (Q462008) (← links)
- Minimizing value-at-risk in single-machine scheduling (Q513548) (← links)
- Solving joint chance constrained problems using regularization and Benders' decomposition (Q827143) (← links)
- Mean-VaR portfolio optimization: a nonparametric approach (Q1753495) (← links)
- Computing near-optimal value-at-risk portfolios using integer programming techniques (Q1754091) (← links)
- Value-at-risk optimization using the difference of convex algorithm (Q1929961) (← links)
- Beyond canonical dc-optimization: the single reverse polar problem (Q1935286) (← links)
- Convergence analysis on a smoothing approach to joint chance constrained programs (Q2836097) (← links)
- Advances and applications of chance-constrained approaches to systems optimisation under uncertainty (Q2872537) (← links)
- Optimal Risk Transfer: A Numerical Optimization Approach (Q4689967) (← links)
- An Inner-Outer Approximation Approach to Chance Constrained Optimization (Q5355201) (← links)
