Pages that link to "Item:Q2502203"
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The following pages link to Inverse stochastic dominance constraints and rank dependent expected utility theory (Q2502203):
Displaying 20 items.
- Optimization with a class of multivariate integral stochastic order constraints (Q363558) (← links)
- Tractable almost stochastic dominance (Q439526) (← links)
- Two-stage stochastic optimization problems with stochastic ordering constraints on the recourse (Q439600) (← links)
- Robust stochastic dominance and its application to risk-averse optimization (Q849327) (← links)
- Stochastic dominance efficiency analysis of diversified portfolios: classification, comparison and refinements (Q1761828) (← links)
- Extreme points of Lorenz and ROC curves with applications to inequality analysis (Q2147830) (← links)
- Shape-restricted inference for Lorenz curves using duality theory (Q2267621) (← links)
- Compromise programming with Tchebycheff norm for discrete stochastic orders (Q2449367) (← links)
- Two-Stage Optimization Problems with Multivariate Stochastic Order Constraints (Q2800361) (← links)
- Optimization with Multivariate Stochastic Dominance Constraints (Q2954390) (← links)
- Augmented Lagrangian Methods for Solving Optimization Problems with Stochastic-Order Constraints (Q2957468) (← links)
- Portfolio Optimization with Risk Control by Stochastic Dominance Constraints (Q3001275) (← links)
- Inverse Stochastic Dominance, Majorization, and Mean Order Statistics (Q3551004) (← links)
- Inverse cutting plane methods for optimization problems with second-order stochastic dominance constraints (Q3577834) (← links)
- Optimization with Stochastic Preferences Based on a General Class of Scalarization Functions (Q4969337) (← links)
- Expected Utility Maximization with Stochastic Dominance Constraints in Complete Markets (Q5162844) (← links)
- Regularized methods for a two-stage robust production planning problem and its sample average approximation (Q6093994) (← links)
- Compassion and envy in distributional comparisons (Q6145088) (← links)
- The deepest event cuts in risk-averse optimization with application to radiation therapy design (Q6188060) (← links)
- Short communication: mean-stochastic-dominance portfolio selection in continuous time (Q6648325) (← links)