Pages that link to "Item:Q3207801"

The following pages link to Convex majorization with an application to the length of critical paths (Q3207801):

Displaying 50 items.

• Distributionally robust mixed integer linear programs: persistency models with applications (Q296964) (← links)
• The value of side information in network flow optimization (Q450702) (← links)
• Robust optimization approximation for joint chance constrained optimization problem (Q522276) (← links)
• Criticality analysis of activity networks under interval uncertainty (Q633555) (← links)
• Risk measures with comonotonic subadditivity or convexity and respecting stochastic orders (Q659171) (← links)
• Bivariate distributions with diatomic conditionals and stop-loss transforms of random sums (Q689560) (← links)
• Robust resource allocations in temporal networks (Q715076) (← links)
• A heuristic for optimizing stochastic activity networks with applications to statistical digital circuit sizing (Q833427) (← links)
• Seven proofs for the subadditivity of expected shortfall (Q906342) (← links)
• Static super-replicating strategies for a class of exotic options (Q931201) (← links)
• Stochastic 0-1 linear programming under limited distributional information (Q935201) (← links)
• Multivariate comonotonicity (Q1041082) (← links)
• On the impact of independence of risks on stop loss premiums (Q1078965) (← links)
• On the ratio of the expected maximum of a martingale and the \(L_ p\)- norm of its last term (Q1113189) (← links)
• On distribution-free safe layer-additive pricing (Q1265936) (← links)
• Worst case portfolio vectors and diversification effects (Q1761436) (← links)
• Extremal dependence concepts (Q1790300) (← links)
• Resource-constrained project scheduling: Notation, classification, models, and methods (Q1806880) (← links)
• Stochastic and fuzzy PERT (Q1823843) (← links)
• Risk aggregation with dependence uncertainty (Q2015478) (← links)
• Borch's theorem from the perspective of comonotonicity (Q2015483) (← links)
• Reducing model risk via positive and negative dependence assumptions (Q2347092) (← links)
• Four theorems and a financial crisis (Q2353915) (← links)
• Risk bounds for factor models (Q2364531) (← links)
• Analysis of risk bounds in partially specified additive factor models (Q2415970) (← links)
• Persistence in discrete optimization under data uncertainty (Q2502201) (← links)
• Dependence bounds for the difference of stop-loss payoffs on the difference of two random variables (Q2682971) (← links)
• Robustness to Dependency in Portfolio Optimization Using Overlapping Marginals (Q2797466) (← links)
• A Note on ‘Improved Fréchet Bounds and Model-Free Pricing of Multi-Asset Options’ by Tankov (2011) (Q3165500) (← links)
• Stochastic scheduling problems I — General strategies (Q3216419) (← links)
• Stochastisches PERT — Eine vergleichende Untersuchung über die Effizienz eines Verfahrens zur stochastischen Projektplanung (Q3316941) (← links)
• Some remarks on the expected delay of project duration in a PERT network (Q3346077) (← links)
• On Stop-Loss Order and the Distortion Pricing Principle (Q3395502) (← links)
• Sharp Bounds on the Largest of some Linear Combinations of Random Variables with Given Marginal Distributions (Q3415992) (← links)
• TIGHT BOUNDS ON EXPECTED ORDER STATISTICS (Q3422741) (← links)
• Risk Measures for Portfolio Vectors and Allocation of Risks (Q3606098) (← links)
• A Note on Bounds for the Moments of a Stochastic Project Planniag Model Duration (Q3757672) (← links)
• Analytical Evaluation of Economic Risk Capital for Portfolios of Gamma Risks (Q4461283) (← links)
• Lorenz and Excess Wealth Orders, with Applications in Reinsurance Theory (Q4512140) (← links)
• Bounds for Random Binary Quadratic Programs (Q4609468) (← links)
• A Simple Geometric Proof that Comonotonic Risks Have the Convex-Largest Sum (Q4661650) (← links)
• Comparison of multivariate risks and positive dependence (Q4819466) (← links)
• The Random QUBO (Q5050147) (← links)
• Extremal Probability Bounds in Combinatorial Optimization (Q5051383) (← links)
• Distributionally Robust Linear and Discrete Optimization with Marginals (Q5095178) (← links)
• Aggregating Risks with Partial Dependence Information (Q5379244) (← links)
• Bounds on Capital Requirements For Bivariate Risk with Given Marginals and Partial Information on the Dependence (Q5417589) (← links)
• Maximizing the expected range from dependent observations under mean–variance information (Q5739685) (← links)
• (Q5875455) (← links)
• Value-at-Risk, Tail Value-at-Risk and upper tail transform of the sum of two counter-monotonic random variables (Q5887316) (← links)