Optimization with stochastic preferences based on a general class of scalarization functions
From MaRDI portal
Publication:4969337
Recommendations
- Optimization with Stochastic Dominance Constraints
- Optimization with a class of multivariate integral stochastic order constraints
- Optimization with multivariate stochastic dominance constraints
- scientific article; zbMATH DE number 1970854
- Optimization with multivariate stochastic dominance constraints
Cites work
- scientific article; zbMATH DE number 4085440 (Why is no real title available?)
- scientific article; zbMATH DE number 1502618 (Why is no real title available?)
- scientific article; zbMATH DE number 1795125 (Why is no real title available?)
- scientific article; zbMATH DE number 1424334 (Why is no real title available?)
- A Cutting Surface Algorithm for Semi-Infinite Convex Programming with an Application to Moment Robust Optimization
- A cutting-surface method for uncertain linear programs with polyhedral stochastic dominance constraints
- A new achievement scalarizing function based on parameterization in multiobjective optimization
- A numerical method for nonconvex multi-objective optimal control problems
- A two-slope achievement scalarizing function for interactive multiobjective optimization
- Coherent measures of risk
- Comparison methods for stochastic models and risks
- Consistent risk measures for portfolio vectors
- Cut generation for optimization problems with multivariate risk constraints
- Dual Stochastic Dominance and Related Mean-Risk Models
- Duality in semi-infinite programs and some works of Haar and Carathéodory
- Generalized quantiles as risk measures
- Inverse portfolio problem with mean-deviation model
- Inverse stochastic dominance constraints and rank dependent expected utility theory
- Kusuoka representations of coherent risk measures in general probability spaces
- Lectures on Stochastic Programming
- Modeling, measuring and managing risk
- Multicriteria Optimization
- On Kusuoka representation of law invariant risk measures
- On scalarizing functions in multiobjective optimization
- Optimization of risk measures
- Optimization with Multivariate Conditional Value-at-Risk Constraints
- Optimization with Stochastic Dominance Constraints
- Optimization with multivariate stochastic dominance constraints
- Optimization with multivariate stochastic dominance constraints
- Robust and Stochastically Weighted Multiobjective Optimization Models and Reformulations
- Robust multicriteria risk-averse stochastic programming models
- Sample average approximation of stochastic dominance constrained programs
- Solution approaches for the multiobjective stochastic programming
- Stochastic multi-objective optimization: a survey on non-scalarizing methods
- The Dual Theory of Choice under Risk
Cited in
(12)- Multivariate robust second-order stochastic dominance and resulting risk-averse optimization
- Distributionally robust optimization with multivariate second-order stochastic dominance constraints with applications in portfolio optimization
- The CoMirror algorithm with random constraint sampling for convex semi-infinite programming
- Robust multicriteria risk-averse stochastic programming models
- Distributionally robust second-order stochastic dominance constrained optimization with Wasserstein ball
- An inexact primal-dual algorithm for semi-infinite programming
- Two-stage stochastic programming under multivariate risk constraints with an application to humanitarian relief network design
- Preference Robust Optimization for Choice Functions on the Space of CDFs
- Interval-based stochastic dominance: theoretical framework and application to portfolio choices
- Vector-valued multivariate conditional value-at-risk
- Conditional value‐at‐risk beyond finance: a survey
- Data-driven stochastic programming with distributionally robust constraints under Wasserstein distance: asymptotic properties
This page was built for publication: Optimization with stochastic preferences based on a general class of scalarization functions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4969337)
