Pages that link to "Item:Q3586141"
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The following pages link to Version-Independence and Nested Distributions in Multistage Stochastic Optimization (Q3586141):
Displaying 35 items.
- Tree approximation for discrete time stochastic processes: a process distance approach (Q256651) (← links)
- A note on uniform exponential convergence of sample average approximation of random functions (Q641631) (← links)
- Adapted Wasserstein distances and stability in mathematical finance (Q784732) (← links)
- Dynamic generation of scenario trees (Q902085) (← links)
- Differentiation of sets in measure (Q996889) (← links)
- A robust approach based on conditional value-at-risk measure to statistical learning problems (Q1027626) (← links)
- Optimal allocation of simulation experiments in discrete stochastic optimization and approximative algorithms (Q1278957) (← links)
- Incorporating statistical model error into the calculation of acceptability prices of contingent claims (Q1739048) (← links)
- Time consistent multi-period robust risk measures and portfolio selection models with regime-switching (Q1754334) (← links)
- Derivatives of probability functions and integrals over sets given by inequalities (Q1893972) (← links)
- The nested Sinkhorn divergence to learn the nested distance (Q2155219) (← links)
- Martingale characterizations of risk-averse stochastic optimization problems (Q2189445) (← links)
- On conditional cuts for stochastic dual dynamic programming (Q2195564) (← links)
- Fundamental properties of process distances (Q2196379) (← links)
- All adapted topologies are equal (Q2210750) (← links)
- Distributionally robust optimization with multiple time scales: valuation of a thermal power plant (Q2221473) (← links)
- Causal optimal transport and its links to enlargement of filtrations and continuous-time stochastic optimization (Q2309594) (← links)
- On distributionally robust multiperiod stochastic optimization (Q2355207) (← links)
- Multi-stage stochastic optimization: the distance between stochastic scenario processes (Q2356157) (← links)
- Designs in nonlinear regression by stochastic minimization of functionals of the mean square error matrix (Q2581667) (← links)
- Measuring association with Wasserstein distances (Q2676942) (← links)
- Bounds and Approximations for Multistage Stochastic Programs (Q2796801) (← links)
- From Empirical Observations to Tree Models for Stochastic Optimization: Convergence Properties (Q2817839) (← links)
- Causal Transport in Discrete Time and Applications (Q4602344) (← links)
- Approximations for Probability Distributions and Stochastic Optimization Problems (Q4613828) (← links)
- Guaranteed Bounds for General Nondiscrete Multistage Risk-Averse Stochastic Optimization Programs (Q4624928) (← links)
- Practical arbitrage‐free scenario tree reduction methods and their applications in financial optimization (Q4627148) (← links)
- Cournot--Nash Equilibrium and Optimal Transport in a Dynamic Setting (Q4994999) (← links)
- A New Scenario Reduction Method Based on Higher-Order Moments (Q5106389) (← links)
- Extended Mean Field Control Problems: Stochastic Maximum Principle and Transport Perspective (Q5243167) (← links)
- Sensitivity of Multiperiod Optimization Problems with Respect to the Adapted Wasserstein Distance (Q6109914) (← links)
- Dynamic Cournot-Nash equilibrium: the non-potential case (Q6113169) (← links)
- Computational methods for adapted optimal transport (Q6126117) (← links)
- Continuity of the martingale optimal transport problem on the real line (Q6138920) (← links)
- An Integrated Transportation Distance between Kernels and Approximate Dynamic Risk Evaluation in Markov Systems (Q6140989) (← links)
