Pages that link to "Item:Q3028727"
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The following pages link to Expected Utility, Penalty Functions, and Duality in Stochastic Nonlinear Programming (Q3028727):
Displayed 50 items.
- Parametric multi-attribute utility functions for optimal profit under risk constraints (Q430155) (← links)
- Probabilistic sophistication, second order stochastic dominance and uncertainty aversion (Q455916) (← links)
- Introduction to convex optimization in financial markets (Q715237) (← links)
- Risk optimization with \(p\)-order conic constraints: a linear programming approach (Q1038319) (← links)
- Symmetric QP and linear programming under primal-dual uncertainty (Q1099786) (← links)
- Portfolio theory for the recourse certainty equivalent maximizing investor (Q1176861) (← links)
- Certainty equivalents and information measures: Duality and extremal principles (Q1177028) (← links)
- A recourse certainty equivalent for decisions under uncertainty (Q1178430) (← links)
- Measuring production with random inputs and outputs using DEA and certainty equivalent (Q1303743) (← links)
- Duality and equilibrium prices in economics of uncertainty (Q1366319) (← links)
- Set-valued loss-based risk measures (Q1670444) (← links)
- Risk tomography (Q1681334) (← links)
- Optimal expected utility risk measures (Q1688731) (← links)
- Robust return risk measures (Q1702877) (← links)
- Optimal initial capital induced by the optimized certainty equivalent (Q1735038) (← links)
- On the pervasiveness of difference-convexity in optimization and statistics (Q1739035) (← links)
- Looking for appropriate qualification conditions for subdifferential formulae and dual representations for convex risk measures (Q1935901) (← links)
- Decreasing the sensitivity of open-loop optimal solutions in decision making under uncertainty (Q1969865) (← links)
- Stochastic approximation algorithms for superquantiles estimation (Q2042800) (← links)
- Risk measures in the form of infimal convolution (Q2043964) (← links)
- Superquantiles at work: machine learning applications and efficient subgradient computation (Q2070410) (← links)
- Distributionally robust maximum probability shortest path problem (Q2075464) (← links)
- Frameworks and results in distributionally robust optimization (Q2165596) (← links)
- On the dynamic representation of some time-inconsistent risk measures in a Brownian filtration (Q2190063) (← links)
- Non asymptotic controls on a recursive superquantile approximation (Q2233588) (← links)
- Law invariant risk measures and information divergences (Q2283649) (← links)
- Nonparametric kernel estimation of CVaR under \(\alpha\)-mixing sequences (Q2306884) (← links)
- Decision-making from a risk assessment perspective for corporate mergers and acquisitions (Q2355199) (← links)
- Convex risk minimization via proximal splitting methods (Q2355313) (← links)
- Properties and calculation of multivariate risk measures: MVaR and MCVaR (Q2449353) (← links)
- Large deviations bounds for estimating conditional value-at-risk (Q2467442) (← links)
- Robust optimal risk sharing and risk premia in expanding pools (Q2520446) (← links)
- Equilibrium Pricing in Incomplete Markets Under Translation Invariant Preferences (Q2800369) (← links)
- Dynamic assessment indices (Q2803410) (← links)
- Taking Risk into Account in Electricity Portfolio Management (Q2974431) (← links)
- TRACTABLE ROBUST EXPECTED UTILITY AND RISK MODELS FOR PORTFOLIO OPTIMIZATION (Q3161743) (← links)
- Existence and Optimality Conditions for Risk-Averse PDE-Constrained Optimization (Q3176245) (← links)
- A non-exponential extension of Sanov’s theorem via convex duality (Q3298814) (← links)
- RISK MEASURES ON ORLICZ HEARTS (Q3393968) (← links)
- Risk Trading and Endogenous Probabilities in Investment Equilibria (Q3461988) (← links)
- Exact penalty functions in single-stage stochastic programming<sup>1</sup> (Q3970361) (← links)
- Stochastic Model-Based Minimization of Weakly Convex Functions (Q4620418) (← links)
- Estimation of the Haezendonck-Goovaerts risk measure for extreme risks (Q4959369) (← links)
- Preference Robust Modified Optimized Certainty Equivalent (Q5051376) (← links)
- Weighted Scoring Rules and Convex Risk Measures (Q5060508) (← links)
- Epi-Regularization of Risk Measures (Q5119856) (← links)
- An Interior-Point Approach for Solving Risk-Averse PDE-Constrained Optimization Problems with Coherent Risk Measures (Q5148402) (← links)
- Liquidity, Risk Measures, and Concentration of Measure (Q5219672) (← links)
- Optimal Stopping Under Uncertainty in Drift and Jump Intensity (Q5219694) (← links)
- Estimation of Individualized Decision Rules Based on an Optimized Covariate-Dependent Equivalent of Random Outcomes (Q5234282) (← links)