The following pages link to (Q5543208):
Displaying 50 items.
- Robust combinatorial optimization with variable cost uncertainty (Q296586) (← links)
- Ambiguity in risk preferences in robust stochastic optimization (Q323319) (← links)
- Distributionally robust multi-item newsvendor problems with multimodal demand distributions (Q494311) (← links)
- Restricted Bayes strategies for convex stochastic programs (Q801815) (← links)
- Stochastic programming approach to optimization under uncertainty (Q995788) (← links)
- The minimax principle and random programs (Q1138480) (← links)
- A note on distributionally robust optimization under moment uncertainty (Q1631405) (← links)
- An approximation framework for two-stage ambiguous stochastic integer programs under mean-MAD information (Q1634284) (← links)
- Distributionally robust optimization with matrix moment constraints: Lagrange duality and cutting plane methods (Q1646571) (← links)
- Distributionally robust fixed interval scheduling on parallel identical machines under uncertain finishing times (Q1651660) (← links)
- Time consistent multi-period worst-case risk measure in robust portfolio selection (Q1655925) (← links)
- Robust two-stage stochastic linear optimization with risk aversion (Q1752187) (← links)
- Time consistent multi-period robust risk measures and portfolio selection models with regime-switching (Q1754334) (← links)
- Applying the minimax criterion in stochastic recourse programs (Q1771344) (← links)
- Robust sample average approximation (Q1785199) (← links)
- Likelihood robust optimization for data-driven problems (Q1789597) (← links)
- Investment evaluation based on the commerical scope. The production of natural gas (Q1904680) (← links)
- Algorithms for the solution of stochastic dynamic minimax problems (Q1908531) (← links)
- Minimax and risk averse multistage stochastic programming (Q1926691) (← links)
- A framework for optimization under ambiguity (Q1931627) (← links)
- Distributionally robust simple integer recourse (Q1989721) (← links)
- The value of the right distribution in stochastic programming with application to a Newsvendor problem (Q2010381) (← links)
- Tutorial on risk neutral, distributionally robust and risk averse multistage stochastic programming (Q2028833) (← links)
- A data-driven approach for a class of stochastic dynamic optimization problems (Q2057219) (← links)
- Data-driven stochastic programming with distributionally robust constraints under Wasserstein distance: asymptotic properties (Q2059163) (← links)
- Distributionally robust optimization. A review on theory and applications (Q2074636) (← links)
- Data-driven stochastic optimization for distributional ambiguity with integrated confidence region (Q2079685) (← links)
- Robustness of stochastic programs with endogenous randomness via contamination (Q2103025) (← links)
- Special issue: topics in stochastic programming (Q2118069) (← links)
- Quantitative stability analysis for minimax distributionally robust risk optimization (Q2118071) (← links)
- Problem-driven scenario generation: an analytical approach for stochastic programs with tail risk measure (Q2118074) (← links)
- Frameworks and results in distributionally robust optimization (Q2165596) (← links)
- Distributionally robust optimization with polynomial densities: theory, models and algorithms (Q2189441) (← links)
- Polyhedral coherent risk measures and optimal portfolios on the reward-risk ratio (Q2263343) (← links)
- A distributionally robust perspective on uncertainty quantification and chance constrained programming (Q2349116) (← links)
- On distributionally robust multiperiod stochastic optimization (Q2355207) (← links)
- Closed-form optimal portfolios of distributionally robust mean-CVaR problems with unknown mean and variance (Q2422355) (← links)
- On two-stage convex chance constrained problems (Q2466772) (← links)
- Ambiguous chance constrained problems and robust optimization (Q2492682) (← links)
- Worst-case distribution analysis of stochastic programs (Q2492684) (← links)
- Distributionally robust optimization under endogenous uncertainty with an application in retrofitting planning (Q2670561) (← links)
- Optimal chance-constrained pension fund management through dynamic stochastic control (Q2676275) (← links)
- Robust and distributionally robust optimization models for linear support vector machine (Q2676336) (← links)
- Optimal insurance under maxmin expected utility (Q2697500) (← links)
- Convergence Analysis for Distributionally Robust Optimization and Equilibrium Problems (Q2806810) (← links)
- Primal-Dual Algorithms for Optimization with Stochastic Dominance (Q2954172) (← links)
- Distributionally Robust Stochastic Programming (Q4588857) (← links)
- A Bayesian Risk Approach to Data-driven Stochastic Optimization: Formulations and Asymptotics (Q4641673) (← links)
- Game Theoretical Approach for Reliable Enhanced Indexation (Q4691960) (← links)
- Robust Optimization with Ambiguous Stochastic Constraints Under Mean and Dispersion Information (Q4971381) (← links)
