Pages that link to "Item:Q323319"
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The following pages link to Ambiguity in risk preferences in robust stochastic optimization (Q323319):
Displayed 11 items.
- An equilibrium model of the supply chain network under multi-attribute behaviors analysis (Q1713744) (← links)
- Time consistent multi-period robust risk measures and portfolio selection models with regime-switching (Q1754334) (← links)
- Statistical robustness in utility preference robust optimization models (Q2235161) (← links)
- An almost robust model for minimizing disruption exposures in supply systems (Q2239898) (← links)
- Primal-Dual Algorithms for Optimization with Stochastic Dominance (Q2954172) (← links)
- Preference robust models in multivariate utility-based shortfall risk minimization (Q5038439) (← links)
- Shortfall Risk Models When Information on Loss Function Is Incomplete (Q5060520) (← links)
- Distributionally Robust Second-Order Stochastic Dominance Constrained Optimization with Wasserstein Ball (Q5080499) (← links)
- Preference Robust Optimization for Choice Functions on the Space of CDFs (Q5087108) (← links)
- Preference robust distortion risk measure and its application (Q6054458) (← links)
- Risk measures under model uncertainty: a Bayesian viewpoint (Q6147108) (← links)