PSG
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Cited in
(10)- Cash flow matching with risks controlled by buffered probability of exceedance and conditional value-at-risk
- Developing a model for a modulating mirror fixed on active supports. Deterministic problem
- Mathematical methods to find optimal control of oscillations of a hinged beam (deterministic case)
- Checkerboard copula defined by sums of random variables
- Application of buffered probability of exceedance in reliability optimization problems
- Shortest path network problems with stochastic arc weights
- Warm-start heuristic for stochastic portfolio optimization with fixed and proportional transaction costs
- Superquantile regression with applications to buffered reliability, uncertainty quantification, and conditional value-at-risk
- Portfolio Safeguard
- Kantorovich-Rubinstein distance minimization: application to location problems
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