Pages that link to "Item:Q3395018"

The following pages link to Optimization Problems with Second Order Stochastic Dominance Constraints: Duality, Compact Formulations, and Cut Generation Methods (Q3395018):

Displaying 31 items.

• Cut generation for optimization problems with multivariate risk constraints (Q312669) (← links)
• Implementing the simplex method as a cutting-plane method, with a view to regularization (Q377719) (← links)
• Tractable almost stochastic dominance (Q439526) (← links)
• Two-stage stochastic optimization problems with stochastic ordering constraints on the recourse (Q439600) (← links)
• Stochastic programming with multivariate second order stochastic dominance constraints with applications in portfolio optimization (Q741144) (← links)
• Biogeography-based optimization of the portfolio optimization problem with second order stochastic dominance constraints (Q1657073) (← links)
• Stochastic dominance efficiency analysis of diversified portfolios: classification, comparison and refinements (Q1761828) (← links)
• Multi-stage portfolio selection problem with dynamic stochastic dominance constraints (Q2149614) (← links)
• An incremental bundle method for portfolio selection problem under second-order stochastic dominance (Q2200800) (← links)
• Portfolio optimization with relaxation of stochastic second order dominance constraints via conditional value at risk (Q2244232) (← links)
• Enhanced indexing for risk averse investors using relaxed second order stochastic dominance (Q2402580) (← links)
• An algorithm for sequential tail value at risk for path-independent payoffs in a binomial tree (Q2430615) (← links)
• Convergence analysis of stationary points in sample average approximation of stochastic programs with second order stochastic dominance constraints (Q2436650) (← links)
• Two-Stage Optimization Problems with Multivariate Stochastic Order Constraints (Q2800361) (← links)
• A SMOOTHING PENALIZED SAMPLE AVERAGE APPROXIMATION METHOD FOR STOCHASTIC PROGRAMS WITH SECOND-ORDER STOCHASTIC DOMINANCE CONSTRAINTS (Q2846481) (← links)
• Optimization with Multivariate Stochastic Dominance Constraints (Q2954390) (← links)
• Augmented Lagrangian Methods for Solving Optimization Problems with Stochastic-Order Constraints (Q2957468) (← links)
• Portfolio Optimization with Risk Control by Stochastic Dominance Constraints (Q3001275) (← links)
• Inverse cutting plane methods for optimization problems with second-order stochastic dominance constraints (Q3577834) (← links)
• (Q3585648) (← links)
• Stochastic Dominance Constraints in Elastic Shape Optimization (Q4582829) (← links)
• Risk Management with Stochastic Dominance Models in Energy Systems with Dispersed Generation (Q4613825) (← links)
• Portfolio Choice Models Based on Second-Order Stochastic Dominance Measures: An Overview and a Computational Study (Q4613834) (← links)
• An enhanced model for portfolio choice with SSD criteria: a constructive approach (Q4911227) (← links)
• Distributionally Robust Second-Order Stochastic Dominance Constrained Optimization with Wasserstein Ball (Q5080499) (← links)
• Expected Utility Maximization with Stochastic Dominance Constraints in Complete Markets (Q5162844) (← links)
• Multivariate robust second-order stochastic dominance and resulting risk-averse optimization (Q5239081) (← links)
• Lipschitzian Properties and Stability of a Class of First-Order Stochastic Dominance Constraints (Q5252600) (← links)
• Deviation measure in second‐order stochastic dominance with an application to enhanced indexing (Q6091883) (← links)
• Distributionally robust optimization with multivariate second-order stochastic dominance constraints with applications in portfolio optimization (Q6132757) (← links)
• The deepest event cuts in risk-averse optimization with application to radiation therapy design (Q6188060) (← links)