Approximations for Probability Distributions and Stochastic Optimization Problems
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Cited in
(42)- Scenario reduction for stochastic programs with conditional value-at-risk
- Quantitative stability analysis of stochastic quasi-variational inequality problems and applications
- Pilot-wave quantum theory in discrete space and time and the principle of least action
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- Scenario generation by selection from historical data
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- Stability analysis of optimization problems with \(k\)th order stochastic and distributionally robust dominance constraints induced by full random recourse
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- Robot Dance: a mathematical optimization platform for intervention against COVID-19 in a complex network
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- Robust approaches in portfolio optimization with stochastic dominance constraints
- A new discrete exponential distribution: properties and applications
- Distributionally robust mean-CVaR portfolio optimization with cardinality constraint
- A discussion of probability functions and constraints from a variational perspective
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