Pages that link to "Item:Q3701317"

The following pages link to Stochastic Optimization Problems with Incomplete Information on Distribution Functions (Q3701317):

Displaying 35 items.

• On the relationship between the discrete and continuous bounding moment problems and their numerical solutions (Q271981) (← links)
• Some scientific results of Yu. M. Ermoliev and his school in modern stochastic optimization theory (Q464973) (← links)
• Mean and variance optimization of non-linear systems and worst-case analysis (Q839487) (← links)
• Polyhedral coherent risk measures and investment portfolio optimization (Q946748) (← links)
• Stochastic programming approach to optimization under uncertainty (Q995788) (← links)
• A compromise solution for the multiobjective stochastic linear programming under partial uncertainty (Q1038376) (← links)
• A numerical method for solving stochastic programming problems with moment constraints on a distribution function (Q1176853) (← links)
• Bounding separable recourse functions with limited distribution information (Q1178445) (← links)
• Stochastic optimization on Bayesian nets (Q1278967) (← links)
• Nonsmooth-optimization methods in problems of stochastic programming (Q1580189) (← links)
• Portfolio optimization under partial uncertainty and incomplete information: a probability multimeasure-based approach (Q1615957) (← links)
• Time consistent multi-period worst-case risk measure in robust portfolio selection (Q1655925) (← links)
• An implementable SAA nonlinear Lagrange algorithm for constrained minimax stochastic optimization problems (Q1721098) (← links)
• Applying the minimax criterion in stochastic recourse programs (Q1771344) (← links)
• Probabilistic bounds (via large deviations) for the solutions of stochastic programming problems (Q1896453) (← links)
• A statistical generalized programming algorithm for stochastic optimization problems (Q1904722) (← links)
• Algorithms for the solution of stochastic dynamic minimax problems (Q1908531) (← links)
• Stochastic efficiency and inefficiency in portfolio optimization with incomplete information: a set-valued probability approach (Q2150771) (← links)
• Polyhedral coherent risk measures and optimal portfolios on the reward-risk ratio (Q2263343) (← links)
• Closed-form optimal portfolios of distributionally robust mean-CVaR problems with unknown mean and variance (Q2422355) (← links)
• Estimating reliability parameters under insufficient information (Q2452826) (← links)
• A constrained optimum experimental design problem for model discrimination with a continuously varying factor (Q2455424) (← links)
• Process Flexibility: A Distribution-Free Bound on the Performance of <i>k</i>-Chain (Q3450460) (← links)
• Stochastic programming with incomplete information:a surrey of results on postoptimization and sensitivity analysis (Q3778547) (← links)
• Una clase de problemas de decision bajo incertidumbre parcial (Q3827382) (← links)
• Problemas de decision en incertidumbre parcial bajo hipotesis de monotonias (Q3827383) (← links)
• Partitioning the parameter domain in a Chebyshev extremal problem (Q4007475) (← links)
• Methods of finding optimal submeasures (characterization of solutions) (Q4205238) (← links)
• Systemic Risk and Security Management (Q4558800) (← links)
• Robust Decisions under Risk for Imprecise Probabilities (Q4558801) (← links)
• A Measure Approximation for Distributionally Robust PDE-Constrained Optimization Problems (Q4602349) (← links)
• Guaranteed Bounds for General Nondiscrete Multistage Risk-Averse Stochastic Optimization Programs (Q4624928) (← links)
• Methods of finding optimal submeasures (characterization of solutions) (Q4735704) (← links)
• Optimization and identification of stochastic systems (Q6115823) (← links)
• Modeling portfolio efficiency using stochastic optimization with incomplete information and partial uncertainty (Q6547046) (← links)