Multi-objective probabilistically constrained programs with variable risk: models for multi-portfolio financial optimization
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- A New Model for Stochastic Linear Programming
- A Reliability Programming Approach to Production Planning
- A Stochastic Programming Model
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- Computability of global solutions to factorable nonconvex programs: Part I — Convex underestimating problems
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- Multiple criteria optimization: State of the art annotated bibliographic surveys
- Multivariate value at risk and related topics
- Nonlinear multiobjective optimization
- On mixing sets arising in chance-constrained programming
- Pattern definition of the \(p\)-efficiency concept
- Pattern-based modeling and solution of probabilistically constrained optimization problems
- Probabilistic programming with discrete distributions and precedence constrained knapsack polyhedra
- Threshold Boolean form for joint probabilistic constraints with random technology matrix
- Using integer programming for balancing return and risk in problems with individual chance constraints
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- A fractional stochastic integer programming problem for reliability-to-stability ratio in forest harvesting
- Application of robust optimization for a product portfolio problem using an invasive weed optimization algorithm
- Building load control using distributionally robust chance-constrained programs with right-hand side uncertainty and the risk-adjustable variants
- Optimization with Multivariate Conditional Value-at-Risk Constraints
- Chance-constrained stochastic programming under variable reliability levels with an application to humanitarian relief network design
- Differential equations connecting VaR and CVaR
- Distributionally Robust Optimization Under a Decision-Dependent Ambiguity Set with Applications to Machine Scheduling and Humanitarian Logistics
- Recommendation of investment portfolio for peer-to-peer lending with additional consideration of bidding period
- Bi-objective reliability based optimization: an application to investment analysis
- Chance-constrained optimization under limited distributional information: a review of reformulations based on sampling and distributional robustness
- Solving chance-constrained optimization problems with stochastic quadratic inequalities
- Recent advances in the theory and practice of logical analysis of data
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