scientific article
From MaRDI portal
Publication:2724690
zbMath0991.90093MaRDI QIDQ2724690
No author found.
Publication date: 12 July 2001
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (22)
Value iteration methods in risk minimizing stopping problems ⋮ A discussion of probability functions and constraints from a variational perspective ⋮ Profit criteria involving risk in price setting of virtual products ⋮ Polynomial-time identification of robust network flows under uncertain arc failures ⋮ Risk induced resource dependency in capacity investments ⋮ Bregman superquantiles. Estimation methods and applications ⋮ A two-stage approach to the orienteering problem with stochastic weights ⋮ Risk shaping of optimal electricity portfolios in the stochastic LCOE theory ⋮ Inseparable robust reward-risk optimization models with distribution uncertainty ⋮ Selection of a dynamic supply portfolio in make-to-order environment with risks ⋮ Value-at-risk optimization using the difference of convex algorithm ⋮ The wireless network jamming problem ⋮ The impact of financial leverage on risk of equity measured by loss-oriented risk measures: an option pricing approach ⋮ Supplier selection in make-to-order environment with risks ⋮ Investigation of multistage stochastic portfolio optimization problems ⋮ Strategic foreign reserves risk management: Analytical framework ⋮ Robust multi-sensor scheduling for multi-site surveillance ⋮ Security portfolio management based on combined entropic risk measures ⋮ A Token-Based Approach to Sharing Beliefs in a Large Multiagent Team ⋮ Scenario generation by selection from historical data ⋮ Convergence Analysis of Sampling-Based Decomposition Methods for Risk-Averse Multistage Stochastic Convex Programs ⋮ Evaluating Security Policies in Pervasive Mobile Environments Using Context Information
This page was built for publication: