Robust multicriteria risk-averse stochastic programming models
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Cites work
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- Cut generation for optimization problems with multivariate risk constraints
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- scientific article; zbMATH DE number 4085440 (Why is no real title available?)
- scientific article; zbMATH DE number 605729 (Why is no real title available?)
- Law invariant risk measures on L^( R^d)
- Minmax robustness for multi-objective optimization problems
- Modeling, measuring and managing risk
- Multicriteria Optimization
- On a Test of Whether one of Two Random Variables is Stochastically Larger than the Other
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- Optimization with Multivariate Conditional Value-at-Risk Constraints
- Optimization with multivariate stochastic dominance constraints
- Ordered Families of Distributions
- Relaxations and discretizations for the pooling problem
- Risk-averse two-stage stochastic programming with an application to disaster management
- Robust and Stochastically Weighted Multiobjective Optimization Models and Reformulations
- Robust optimization
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Cited in
(15)- Bridging \(k\)-sum and CVaR optimization in MILP
- Tutorial on risk neutral, distributionally robust and risk averse multistage stochastic programming
- Distributionally robust chance-constrained programs with right-hand side uncertainty under Wasserstein ambiguity
- Bi-objective facility location under uncertainty with an application in last-mile disaster relief
- Two-stage stochastic programming under multivariate risk constraints with an application to humanitarian relief network design
- On distributionally robust optimization problems with \(k\)-th order stochastic dominance constraints induced by full random quadratic recourse
- Vector-valued multivariate conditional value-at-risk
- Robust Simulation for Mega-Risks
- Multilevel optimization modeling for risk-averse stochastic programming
- Cut generation for optimization problems with multivariate risk constraints
- Robust and Stochastically Weighted Multiobjective Optimization Models and Reformulations
- Optimization with stochastic preferences based on a general class of scalarization functions
- Conditional value‐at‐risk beyond finance: a survey
- Chance-constrained optimization under limited distributional information: a review of reformulations based on sampling and distributional robustness
- Solving bi-objective uncertain stochastic resource allocation problems by the CVaR-based risk measure and decomposition-based multi-objective evolutionary algorithms
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