Pages that link to "Item:Q3026758"

The following pages link to Penalty Functions and Duality in Stochastic Programming Via ϕ-Divergence Functionals (Q3026758):

Displaying 15 items.

• Optimal stopping under model uncertainty: randomized stopping times approach (Q292928) (← links)
• Probabilistic sophistication, second order stochastic dominance and uncertainty aversion (Q455916) (← links)
• On a class of law invariant convex risk measures (Q483720) (← links)
• The generalized cross entropy method, with applications to probability density estimation (Q631482) (← links)
• Dual characterization of properties of risk measures on Orlicz hearts (Q841649) (← links)
• Robustness in the Optimization of Risk Measures (Q5031002) (← links)
• Optimal Stopping Under Uncertainty in Drift and Jump Intensity (Q5219694) (← links)
• Robust Portfolio Choice and Indifference Valuation (Q5247614) (← links)
• Distributionally robust stochastic variational inequalities (Q6044981) (← links)
• A distributionally ambiguous two-stage stochastic approach for investment in renewable generation (Q6046312) (← links)
• Risk-averse stochastic optimal control: an efficiently computable statistical upper bound (Q6047690) (← links)
• Preference robust state-dependent distortion risk measure on act space and its application in optimal decision making (Q6060555) (← links)
• Bayesian Distributionally Robust Optimization (Q6114785) (← links)
• Scenario decomposable subgradient projection method for two-stage stochastic programming with convex risk measures (Q6138351) (← links)
• Bayesian Stochastic Gradient Descent for Stochastic Optimization with Streaming Input Data (Q6188508) (← links)