Pages that link to "Item:Q3395025"
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The following pages link to New Formulations for Optimization under Stochastic Dominance Constraints (Q3395025):
Displayed 17 items.
- On relations between DEA-risk models and stochastic dominance efficiency tests (Q301149) (← links)
- 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)
- Sample average approximation of stochastic dominance constrained programs (Q431031) (← links)
- Tractable almost stochastic dominance (Q439526) (← links)
- A simple SSD-efficiency test (Q476280) (← links)
- Stochastic programming with multivariate second order stochastic dominance constraints with applications in portfolio optimization (Q741144) (← links)
- Stochastic dominance efficiency analysis of diversified portfolios: classification, comparison and refinements (Q1761828) (← links)
- Stochastically weighted stochastic dominance concepts with an application in capital budgeting (Q2255976) (← links)
- Risk aversion for an electricity retailer with second-order stochastic dominance constraints (Q2271803) (← links)
- An algorithm for sequential tail value at risk for path-independent payoffs in a binomial tree (Q2430615) (← links)
- Alternate risk measures for emergency medical service system design (Q2430620) (← links)
- A general test for SSD portfolio efficiency (Q2516639) (← links)
- Scenario Min-Max Optimization and the Risk of Empirical Costs (Q3449574) (← links)
- (Q3585648) (← links)
- An enhanced model for portfolio choice with SSD criteria: a constructive approach (Q4911227) (← links)
- Lipschitzian Properties and Stability of a Class of First-Order Stochastic Dominance Constraints (Q5252600) (← links)