Optimization with stochastic preferences based on a general class of scalarization functions
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Cites work
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- 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?)
- Inverse portfolio problem with mean-deviation model
- Inverse stochastic dominance constraints and rank dependent expected utility theory
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- Optimization of risk measures
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- Optimization with multivariate stochastic dominance constraints
- Optimization with Stochastic Dominance Constraints
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Cited in
(13)- Robust multicriteria risk-averse stochastic programming models
- Data-driven stochastic programming with distributionally robust constraints under Wasserstein distance: asymptotic properties
- Interval-based stochastic dominance: theoretical framework and application to portfolio choices
- Two-stage stochastic programming under multivariate risk constraints with an application to humanitarian relief network design
- Vector-valued multivariate conditional value-at-risk
- Distributionally robust second-order stochastic dominance constrained optimization with Wasserstein ball
- Preference Robust Optimization for Choice Functions on the Space of CDFs
- Multivariate robust second-order stochastic dominance and resulting risk-averse optimization
- Conditional value‐at‐risk beyond finance: a survey
- Distributionally robust optimization with multivariate second-order stochastic dominance constraints with applications in portfolio optimization
- A decomposition-based evolutionary algorithm with multiple reference points strategy for multiobjective optimization
- An inexact primal-dual algorithm for semi-infinite programming
- The CoMirror algorithm with random constraint sampling for convex semi-infinite programming
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