Cited in
(29)- Kantorovich-Rubinstein distance minimization: application to location problems
- Shortest path network problems with stochastic arc weights
- CVaR distance between univariate probability distributions and approximation problems
- Sparse signal reconstruction: LASSO and cardinality approaches
- A new method of reliability optimization in the classical problem statement
- Robust multi-sensor scheduling for multi-site surveillance
- Value-at-risk support vector machine: stability to outliers
- Mathematical methods to find optimal control of oscillations of a hinged beam (deterministic case)
- Statistical decision problems. Selected concepts and portfolio safeguard case studies
- Artificial bee colony algorithm for constrained possibilistic portfolio optimization problem
- CVaR norm and applications in optimization
- Drawdown: from practice to theory and back again
- SPARCO
- PSG
- Warm-start heuristic for stochastic portfolio optimization with fixed and proportional transaction costs
- Superquantile regression with applications to buffered reliability, uncertainty quantification, and conditional value-at-risk
- Calibrating probability distributions with convex-concave-convex functions: application to CDO pricing
- Inverse portfolio problem with coherent risk measures
- Application of buffered probability of exceedance in reliability optimization problems
- Developing a model for a modulating mirror fixed on active supports. Deterministic problem
- Reliability optimization in plant production
- Reliability optimization method alternative to bPOE
- Two pairs of families of polyhedral norms versus \(\ell _p\)-norms: proximity and applications in optimization
- Support vector machines based on convex risk functions and general norms
- Sensitivity analysis in applications with deviation, risk, regret, and error measures
- Direct data-based decision making under uncertainty
- Cash flow matching with risks controlled by buffered probability of exceedance and conditional value-at-risk
- Regression analysis: likelihood, error and entropy
- A primal-dual aggregation algorithm for minimizing conditional value-at-risk in linear programs
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