Pages that link to "Item:Q3100481"

The following pages link to From CVaR to Uncertainty Set: Implications in Joint Chance-Constrained Optimization (Q3100481):

Displaying 50 items.

• Risk management for international portfolios with basket options: A multi-stage stochastic programming approach (Q256732) (← links)
• Constrained optimization with stochastic feasibility regions applied to vehicle path planning (Q280102) (← links)
• A distributionally robust joint chance constrained optimization model for the dynamic network design problem under demand uncertainty (Q291667) (← links)
• Distributionally robust mixed integer linear programs: persistency models with applications (Q296964) (← links)
• Two-stage stochastic linear programs with incomplete information on uncertainty (Q297173) (← links)
• Data-driven chance constrained stochastic program (Q304243) (← links)
• Ambiguity in risk preferences in robust stochastic optimization (Q323319) (← links)
• Options strategies for international portfolios with overall risk management via multi-stage stochastic programming (Q363597) (← links)
• A smoothing function approach to joint chance-constrained programs (Q467479) (← links)
• Stochastic linear programming with a distortion risk constraint (Q480777) (← links)
• A general solution for robust linear programs with distortion risk constraints (Q492796) (← links)
• Distribution-dependent robust linear optimization with applications to inventory control (Q499320) (← links)
• Robust optimization approximation for joint chance constrained optimization problem (Q522276) (← links)
• Stochastic optimization problems with CVaR risk measure and their sample average approximation (Q604268) (← links)
• Chance constrained uncertain classification via robust optimization (Q633103) (← links)
• Solving joint chance constrained problems using regularization and Benders' decomposition (Q827143) (← links)
• Asset allocation using reliability method (Q969838) (← links)
• A note on distributionally robust optimization under moment uncertainty (Q1631405) (← links)
• A robust optimization approach to diet problem with overall glycemic load as objective function (Q1634044) (← links)
• On the dual representation of coherent risk measures (Q1640041) (← links)
• A semi-infinite programming approach to two-stage stochastic linear programs with high-order moment constraints (Q1670530) (← links)
• Distributionally robust chance constrained problem under interval distribution information (Q1670537) (← links)
• Gradient and Hessian of joint probability function with applications on chance-constrained programs (Q1689060) (← links)
• Data-driven robust optimization (Q1702776) (← links)
• The distributionally robust optimization reformulation for stochastic complementarity problems (Q1724184) (← links)
• Optimal initial capital induced by the optimized certainty equivalent (Q1735038) (← links)
• Capacitated disassembly scheduling under stochastic yield and demand (Q1744511) (← links)
• Decision rule approximations for the risk averse reservoir management problem (Q1753579) (← links)
• Exact algorithms for the chance-constrained vehicle routing problem (Q1800993) (← links)
• Distributionally robust joint chance constraints with second-order moment information (Q1942277) (← links)
• Analysis of futures and spot electricity markets under risk aversion (Q2030684) (← links)
• A chance-constrained stochastic model predictive control problem with disturbance feedback (Q2031315) (← links)
• Stochastic mathematical programs with probabilistic complementarity constraints: SAA and distributionally robust approaches (Q2044575) (← links)
• Bounds for probabilistic programming with application to a blend planning problem (Q2060407) (← links)
• Energy and reserve dispatch with distributionally robust joint chance constraints (Q2060530) (← links)
• A stochastic approximation method for approximating the efficient frontier of chance-constrained nonlinear programs (Q2063194) (← links)
• Chance-constrained sets approximation: a probabilistic scaling approach (Q2071956) (← links)
• Distributionally robust maximum probability shortest path problem (Q2075464) (← links)
• Data-driven tuning for chance constrained optimization: analysis and extensions (Q2085821) (← links)
• A cooperative bargaining framework for decentralized portfolio optimization (Q2101458) (← links)
• Optimized Bonferroni approximations of distributionally robust joint chance constraints (Q2118072) (← links)
• Eco-friendly container transshipment route scheduling problem with repacking operations (Q2156286) (← links)
• Frameworks and results in distributionally robust optimization (Q2165596) (← links)
• Relaxation schemes for the joint linear chance constraint based on probability inequalities (Q2165806) (← links)
• Robust multi-period portfolio selection based on downside risk with asymmetrically distributed uncertainty set (Q2183311) (← links)
• CVaR-based robust models for portfolio selection (Q2190316) (← links)
• Distributionally robust polynomial chance-constraints under mixture ambiguity sets (Q2220666) (← links)
• On distributionally robust chance constrained programs with Wasserstein distance (Q2227531) (← links)
• Copula theory approach to stochastic geometric programming (Q2231327) (← links)
• A risk management system for sustainable fleet replacement (Q2254002) (← links)