Pages that link to "Item:Q2026771"
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The following pages link to Decomposition and discrete approximation methods for solving two-stage distributionally robust optimization problems (Q2026771):
Displayed 8 items.
- Distributionally robust optimization with moment ambiguity sets (Q2111170) (← links)
- Frameworks and results in distributionally robust optimization (Q2165596) (← links)
- Distributionally robust multi-period portfolio selection subject to bankruptcy constraints (Q2691216) (← links)
- Efficient Algorithms for Distributionally Robust Stochastic Optimization with Discrete Scenario Support (Q5003210) (← links)
- Distributionally Robust Second-Order Stochastic Dominance Constrained Optimization with Wasserstein Ball (Q5080499) (← links)
- Distributionally robust stochastic variational inequalities (Q6044981) (← links)
- Optimal Methods for Convex Risk-Averse Distributed Optimization (Q6116242) (← links)
- Scenario decomposable subgradient projection method for two-stage stochastic programming with convex risk measures (Q6138351) (← links)