Pages that link to "Item:Q3427767"

The following pages link to Generalized Chebyshev Bounds via Semidefinite Programming (Q3427767):

Displaying 28 items.

• Generalized Gauss inequalities via semidefinite programming (Q263197) (← links)
• On the relationship between the discrete and continuous bounding moment problems and their numerical solutions (Q271981) (← 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)
• Copositive optimization -- recent developments and applications (Q421783) (← links)
• Distributionally robust multi-item newsvendor problems with multimodal demand distributions (Q494311) (← links)
• On reduced semidefinite programs for second order moment bounds with applications (Q507337) (← links)
• Moment bounds for truncated random variables (Q842962) (← links)
• Third-order extensions of Lo's semiparametric bound for European call options (Q1026788) (← links)
• Semiparametric bounds of mean and variance for exotic options (Q1042983) (← links)
• A semi-infinite programming approach to two-stage stochastic linear programs with high-order moment constraints (Q1670530) (← links)
• Multi-period portfolio optimization: translation of autocorrelation risk to excess variance (Q1709972) (← links)
• Ambiguous risk constraints with moment and unimodality information (Q1717225) (← links)
• Distributionally robust expectation inequalities for structured distributions (Q1717228) (← links)
• A data-driven distributionally robust bound on the expected optimal value of uncertain mixed 0-1 linear programming (Q1789641) (← links)
• Distributionally robust joint chance constraints with second-order moment information (Q1942277) (← links)
• Distributionally robust optimization. A review on theory and applications (Q2074636) (← links)
• A multivariate Chebyshev bound of the Selberg form (Q2081114) (← links)
• Frameworks and results in distributionally robust optimization (Q2165596) (← links)
• A distributionally robust perspective on uncertainty quantification and chance constrained programming (Q2349116) (← links)
• Worst-case large-deviation asymptotics with application to queueing and information theory (Q2495380) (← links)
• Tight tail probability bounds for distribution-free decision making (Q2670527) (← links)
• Chance-constrained set covering with Wasserstein ambiguity (Q2687060) (← links)
• Ambiguous Joint Chance Constraints Under Mean and Dispersion Information (Q4604907) (← links)
• Robust Adaptive Routing Under Uncertainty (Q4969320) (← links)
• Chebyshev Inequalities for Products of Random Variables (Q5219675) (← links)
• Chance-constrained optimization under limited distributional information: a review of reformulations based on sampling and distributional robustness (Q6114933) (← links)